I like how he says "we don't know what it is" as though even the government would be informed of what is really going on.
These people think they are in control, but they have no idea what is beyond their ivory tower. This goes for the economy, the military they fund… The military they forgot they once funded… And by their very nature intelligence agencies will never exchange the good information for mere money.
If there really are aliens, the fact these people seem to think they can use the idea of them as a distraction or lever: "do what we say and the aliens will be ready to talk to you…" - is something said aliens have already accounted for, and likely have experience dealing with in their history of interacting with governments and peoples.
We may or may not ironically have better technology than the ayylmaos, but they most certainly have more experience dealing with worlds in our situation. If they exist.
It could also just be that they neglected to pay their tithe to The God Emperor and are in serious fucking trouble now that comms with the inquisitors have been restored and they have been deemed heretics with the Astartes inbound.