Deep thought: Why DO we see UFO's on radar?

I was thinking...Many airflight centers around the world have tracked UFO's (while being witnessed by pilots simultaneously) on ground based radar systems. So, we have the Stealth Bomber capable of radar invisibility. If another intelligent life form is more technologically advanced than us, why don't they use the technology to evade radar detection so that we'll never know (or have prooof) that they were there?