They most certainly allowed the UFO talk concerning the objects shot down to build and even fostered this narrative. They knew from the first moment it wasnt UFOs and anyone with a brain did too. An interplanetary civilization would have tech so many orders of magnitude beyond ours any thought that we could shoot them down with 1980s tech (sidewinder missile) was ridiculous. I am certain this was to distract from the bombs going off all around them. They use fear and confusion as a weapon against the People.