Why the continuing cover up of UFOs?

One of several photos of the "Phoenix Lights"--one of the more notable sightings before the very recent Stephenville, Texas sightings

I managed to sit still through a major potrion of Larry King Live this evening--the one about the cover up of the Stephenville, Texas UFO reports. But then after watching a UFO-related video with a close friend, Bill Puckett, whose website is still the best UFO Reporting site on the web, I felt compelled to ask you all the simple question:

Why the continuing cover up of the seventy year-old UFO mystery?

John Lear, a UFO investigator (a photo of him shown on the right as he appeared in the video), suggested a simple statement to be read by any President--this one, the next one ... maybe the one after that--that simply says that "we don't know" what in hell has been causing all of the various aerial and/or space phenomena over the past half century or more.

What's so hard about that?

By the way, a good video of the Phoenix Lights is available on YouTube. A frame from that video is shown below.