Is it reasonable for everyone to have access to everything? Taking your UFO example, what if the military had information about unknown objects - could these just as easily be foreign drones with advanced technology? In which case, it's arguably in the interest of national security to hold certain things close to the vest. If the President immediately announced that something unknown was spotted, a potential invader could nimbly push to plan B or re-allocate resources toward better cloaking technology.

Secrets are a competitive advantage - conversely, having competing countries (in terms of economics just as much as defense) know exactly what we know would be a terrible disadvantage.