What if Jesus had failed?

[Tonus]

You seem determined to reject anything that seems even slightly beyond the everyday mundane. It's reactions like this that lead me to think that atheism is like some kind of dogmatic/fundamentalist religion.

You're describing skepticism moreso than atheism. The skeptic does not automatically reject every possible explanation for an event or occurrence. But he is likely to expect the explanation to be the most likely one, given past experiences and explanations. As Minimalist pointed out, if the vast majority of UFO sightings have proven to be something other than a UFO (as well as nothing particularly out of the ordinary), it's likely that the rest have a similar explanation.

There have been many unsolved crimes in the past. One example being the daring hijacker D. B. Cooper, who jumped out of a plane in the American Northwest with $200,000 and was never found. There are many possible explanations for his fate, and most people would expect something relatively mundane. Perhaps he did not survive and his remains are lost to us. Perhaps he did and managed a pretty amazing getaway. I doubt anyone would believe you if you offered up the explanation that Cooper had sprouted wings and flown to Canada. You can make that claim and point out that there's no way to prove you wrong, but you still would not convince many people, if any.