"Here, we make a unique contribution to the discussion by drawing on the predictive processing theory of perception (Box 1) to explain why healthy, intelligent, honest, and psychologically normal people might easily misperceive lights in the sky as threatening or extraordinary objects, especially in the context of WEIRD (western, educated, industrial, rich, and democratic) societies. We argue that the uniquely sparse properties of skyborne and celestial stimuli make it difficult for an observer to update prior beliefs, which can be easily fit to observed lights. We briefly discuss the possible role of generalized distrust in scientific institutions [8] and ultimately argue for the importance of astronomy education for producing a society with prior beliefs that support veridical perception."