I have always wondered why all these exciting UFO-things only happen in America
They don't
Search "global UFO sightings" and you'll see that the hysteria is world-wide. Some of the more interesting ones actually happen outside of the U.S., like the incident at an English airbase, a whole bunch of shit that went down over Soviet-controlled space, etc.
I tend to agree with you inasmuch as I treat these stories with a heavy pinch of salt. I'm all but certain
something very strange happened in Roswell circa '47; I've heard too many people with nothing except grief to gain talk about what they saw, and the weather balloon with mannequins inside excuse rings hollow as Sarah Palin's head. Or Joe Biden's, if you prefer, though I think he's got to be a lot smarter than sexy-ass Yukon Barbie. (One of my bankers is a ringer for Palin, only prettier. I'd give my left nut to fuck her.)
Beyond that, space is BIG. I've no doubt there are plenty of other sentient species throughout our galaxy. Some might be just a few tens of light years away. But given the trouble intrinsic to actually exploring interstellar space -- fuck, intersystem space -- a big asteroid will probably plow into Earth before our kind ever make contact with Klingons, Wookiees and such.