If you take that all the sightings and videos of UAPs have a grain of truth to them, I would say that calling an entity coming from "another dimension" is no weirder than saying an entity came from outside our solar system given how difficult it is to get to our solar system from anywhere else. So either
* they are all hoaxes that many otherwise sensible people are staking their reputations on (your baseless insinuations of a pathological search for attention notwithstanding)
* they all came from somewhere close enough to make it here and still have enough give-a-shit to joy ride in front of fighter planes and naval ships,
* they can do FTL and decided that this stupid blue marble is worth investigating, or
* "something else"
which at this point might as well be angels, faeries, gods, or interdimensional travel because as at least one guy says, “Any sufficiently advanced technology is indistinguishable from magic.”[1]
[1] Arthur C. Clarke