A good friend absolutely believes he has frequently been abducted. Any reference to the subject causes him intense fear & anger,so I can't see this as a laughing matter.
That this person believes it wass a shock - but even more so is just how many people do.

I don't believe it happened - but I can't prove a negative - nor can you who mock.

People through the centuries have believed in & feared angels, 'old Hags', succubi, demons, trolls, golems, etc etc & more recently ... aliens.