This is because thanks to the efforts of The Black Vault, they have released a downloadable document archive that contains PDFs from the CIA regarding Unidentified Aerial Phenomena, which is what the CIA prefers to refer to them as. These are all declassified files and some of them date back to the 1980s.
Speaking to Motherboard in an email, The Black Vault’s founder, John Greenewald Jr. revealed that it took about 10,000 Freedom of Information Act requests to obtain it all, and many of which he had to scan by hand. “Around 20 years ago, I had fought for years to get additional UFO records released from the CIA. It was like pulling teeth! I went around and around with them to try and do so, finally achieving it. I received a large box, of a couple thousand pages, and I had to scan them in one page at a time.”
Now whether or not aliens exist is a different story, but if you want to know (presumably) everything the CIA knows, then this might be a good read. Of course, given the sheer volume of files, it will probably take a while to go through all of them.