Because aliens: this theory is always popular for any situation where there is no immediate explanation. Whenever scientists do not have an answer. In the case of the Siberian sinkhole specifically, the theory is that an alien spaceship may have crash-landed on the ground and the heat of the resulting explosion created the hole. Researchers have since pointed out there is no evidence of this having happened, such as, perhaps, debris from the ship or creepy dead alien bodies all over the place.
Claim: Space aliens or UFOs. There is absolutely no evidence whatsoever of an extraterrestrial cause, whether by force of nature such as meteorites or an asteroid, much less than intelligent alien life. For others there are more sophisticated lies.