Many people are asking these questions. Our most advanced scientific research facilities are looking for things we're not even sure exist while basing our calculations on a model that only approximates reality. Newtonian mechanics was more cause and effect but relativity and quantum mechanics have brought science full circle back into the mysterious. Most scientists can't agree on the basic principles governing everything around us - right in front of our face.
Like you, I do not feel the need to cage myself, or obfuscate reality, through fantasy. Once the knowns and unknowns are delineated, there is no harm in finding the wonder of the unknown, undefined and mysterious as long as you avoid delusion. I do not try to force reality into my beliefs. My interest, for instance, in UFO's is that it represents the mysterious all around us and is an interesting subject. Do I base any practical thought or action based on my non-position concernig UFO's? No. It's all good if you keep a balanced, objective perspective. Can I do that? No, not all the time, but I prefer it over missing what I think is the most important part of life.