One can keep an open mind and still consider the prior probabilities; e.g. the likelihood and implications of each interpretation that comes to mind.
It would be fantastic if they were terrestrial craft, it would be fantastic and scary if they were extra-terrestrial craft or used alien technology; but, given what we know, what are the most likely explanations? Without going through the options for the USAF videos in detail, just comparing, say, government/military disinformation vs real physical craft, it seems to me that the former is far more likely than the latter - we know that disinformation is a major part of national security activities and that the technology exists to easily produce such videos.
OTOH, if they were real craft, they would appear to require major and radical breakthroughs in multiple technologies, and quite possibly violation of known physics at an everyday scale, which - given that our current model of physics is extremely robust at everyday scales, on the face of it makes this option extremely unlikely. YMMV.
There are various other options and variations, but by establishing reasonable prior probabilities based on what we know today, we have a reasonable foundation for a Bayesian approach to integrating new information as it appears.
It's also worth considering the wider context, such as similarities and differences between various reports, cultural correlations over time, and so-on.