Dimensional - Time Travel - Intergalactic Ships from other worlds.
Some even believe that they are here and always have been in secret bases, under ground and/or under the oceans. The Moon and Mars both have ruins of prior occupation of unknown origin.
All or any combination of those, or maybe other things that we've yet to discover.
We are all free to believe any part of the possibilities available.
You chose religion, which is fine with me, that's certainly possible.
I, nor you know for sure where the angels / aliens / extraterrestrials are coming from, or going back to.
Those that deny all possibilities and claim that they don't exist at all,,, are village idiots imoho....