No evidence of anything is documented until it is documented.
If scientists dismissed ideas that are without without precedent there would never be any paradigm shifts and we would still be living in a stone age. Occam's Razor is a tool for ranking competing theories in order of probability, but Sherlock's Razor also applies: "Once you have eliminated the impossible, whatever remains, however improbable, must be the truth".
Alien spaceships are highly improbable due to the vast distances involved, but they are not impossible. An interstellar craft could be constructed by humans using current technology, the human lifespan is the only currently insurmountable obstacle preventing them making the journey. And aliens, by definition, are not human.