But a mystery does not imply a supernatural (or extraterrestrial) cause. Sometimes, very natural events occur in a sequence that is partially hidden.
That some of us seek to fill in the missing links with epic, sci-fi or conspiratorial details shows how deeply the human person is hard-wired for seeking transcendence. And this is a good thing. The quality of the human person that seeks to understand mystery also makes us open to it--and that makes us open to Revelation.
Not only that, but by adding reason to our searches of the great mysteries of the universe, we can better isolate that which is unusual but naturally occurring, and that which is naturally beyond our reasoning, but, out of love, seeks to reveal itself to us whenever possible.