you bring up a good point. IF those are aliens with such advanced technology - why parade themselves in front of our military where a lot of our own most advanced censors, cameras, radar, sonar, satellite monitoring is the most intense?
Option 1: You could say they are doing it because we are so far below them that we pose no threat so then hey don't care if we notice them or not. But there is a problem with that solution. From our brief survey so far, intelligent life is far more rare in our galaxy than exoplanets or other solar systems. If that holds true in general for this galaxy then there is reason to suppose that aliens would be focused on planets with intelligent life. And if it were true, and it is the case that they really don't care if we notice them or not - then our skies should look like Grand Central Station. And they don't.