This new paper by economist Shuhei Kitamura finds that UFO sightings increase support for GOP presidential candidates, and also increase public support for defense spending in the 2000-2016 period. A notable exception to the former was 2016, when Trump did not appear to benefit (voters concerned about UFOs apparently did not believe he would make planetary defense great again!).
This will surely be grist for conspiracy theorists, who could posit any or all of the following:
Note the three conspiracy theories aren't mutually exclusive! Aliens, the GOP, the Pentagon, and defense contractors might all be working together.
On a slightly more serious note, this is likely an example of ignorance and bias.
But it's far from the most egregious such case. It's at least somewhat plausible to think UFOs justify higher defense spending and (at least pre-Trump) to think the GOP might be better on defense issues than the Democrats, and therefore better able to deal with possible threats from UFOs. To say it's "somewhat" plausible does NOT mean it's actually right. I'm just saying it's less ridiculous than a good many other voter beliefs driven by ignorance and bias.