Here where I am, we can have bodies if we choose to, or we can express purely from the ethers. I myself do have a body, which looks quite similar to humans in most ways...except for the tiny feathers on my face, that is.
Your human mind might be ready to challenge us on this. You can probably list any number of reasons why your unfinished objects are representations of your ineptitude. Well, if you look for a list, you will certainly find one, since all possibilities exist. Instead, let’s look at UFOs from a different angle.