I'm trying to think of any sci-fi stories where the aliens are lost tourists or similar. They are usually presumed to be scientists or government representatives checking out Earth and/or humankind.

Maybe ET? -- I don't think that's explained? It's been a lot of years since I saw it.

The reality is that the government is interested in unexplained phenomenon primarily for security reasons. That statement does not say nor imply "Belief in aliens means you're a nutter!" I just get really tired of people acting like "They study this stuff because they know there really are aliens visiting Earth!"