Adding to this:

America is often the voice of media, being the home of, Hollywood, reality TV as well as the loudest voices on the internet it’s natural that we perceive that to be the home of Alien stories.

Being a ‘wealthy’ country: often a higher employment rate leads to an increase in extra curricular hobbies. Countries with less time to focus on things other than work will also have less time to expand on other interests. This can have a spin off effect of increased time spent day dreaming about lights in the sky.

America is a very new country. There’s lots to of vast open nothingness to explore. Considered a ‘frontier’. The concept of unexplored territory and unclaimed space of mystery is very much more engrained in American culture, unlike say anywhere in Europe where every square inch is claimed and has a city within an hour’s drive. All that empty nothingness with strange lights on the horizon can lead to more mysterious musings of what they might be.