According to the interesting Russian Orthodox priest and monastic Fr. Seraphim Rose, in his book Orthodoxy and the Religion of the Future, which details the struggle between Christianity and New Age religions as well as evangelists of Buddhism, Hinduism and other Oriental religions from a very traditional Russian Orthodox perspective, the belief in UFOs, specifically the idea that these are spacecraft operated by intelligent aliens who we should try to make contact with (when in his opinion, and mine, by the way, these were at most demonic deceptions, and were otherwise military test flights, sensor misreads or optical illusions) is very dangerous to Christianity.
Specifically his concern involved the formation of UFO cults. And I think he was proven right by the tragic suicide of the Heaven’s Gate cult in the mid 1990s and certain other cults. Sadly his book is not well known outside of the Eastern Orthodox community; I only came across it because my Eastern Orthodox friend mentioned it to me*
I think as Christians what we need to do is educate our fellow Christians on science, and if we are clergy, without wasting time in our sermons on UFOs, letting it be known not from the pulpit but in social settings, that the scientific consensus is that it is highly unlikely we are being visited by beings from another star system due to the vast differences and the extreme difficulty of interstellar travel, and more likely explanations involve experimental aircraft, radar malfunction, optical illusions, and natural phenomena like ball lightning.
I had an encounter with ball lightning when I was a young boy and it was spooky. If it hadnt been for my grandfather, who was a scientist, identifying what I saw as ball lightning, and showing me some of the bizarre manifestations of it, I would probably think I had been visited by UFOs.
*since then I learned to read a lot of books from Eastern Christianity; I try to balance my diet of recently written books on Christianity so a fourth come from traditional magisterial Protestants, a third come from Roman Catholics, a third come from the Eastern Christians, whether EO, OO, Church of the East, or Eastern Catholic / Unia, and the remaining 8% come from the ancient future movement and liturgical movements within Protestantism; this does not count books from heretics I read so as to follow their activities