During a briefing with reporters, Jon Kosloski, director of the All-domain Anomaly Resolution Office, admitted that the U.S. government is stumped by several “true anomalies.” According to Kosloski, “There are interesting [UFO] cases that I, with my physics and engineering background and time in the [intelligence community], I do not understand. And I don’t know anybody else who understands them either.”
Depends on how unidentified it is. If I see something flying in the sky, but it looks about like what I’d expect something to look that could fly, I might not have it identified, but im not baffled by it.
Now if I see what looks like a giant beach ball doing 10000 mph, ima be baffled.