Governments are keen on keeping EVERYTHING secret.
Just to list some:
-Area 51 a.k.a. 'Dreamland'
-The Roswell Incident
-The More Recent 50 ft. perimeter surrounding the Pentagon
-Alien spacecraft crusing around the Moon
-Any Alien Abductions
It only seems prudent that they would still deny other types of aliens even though we know of their existance.