a person can believe in a fancy dream so much that it becomes real to them, and can have an ability to effect their hearts.

Now I dont believe for a moment that anyone actually "sees" something in the sky that is a UFO or a demon.
But, you can see things that you dont understand in the night sky and this can lead you to come up with all kinds of reasons for the unexplained .

Thousands of years ago men understood that some stars would back up and travel the wrong way in the sky....they also saw every night that some stars fell down.
This knowledge of the basic facts had no explanation, and to come up with a reason some stars moved in the wrong direction and others fell to the ground we ended up with a whole Mythology around the stars that soon became a whole new religion that is still around to this very day.

So seeing things you dont understand can become a way to build a religion...and that means there can be a connection between UFOs and a person faith life...

But aside from this, I dont believe for even a second that Satan is flying around in the sky with a flashlight making weird UFO sounds to fool people.