The risk is not the UFOs themselves, but consumer/regulator/military reaction to an unidentified sighting, that is (understandably) mostly mundane in origin. Do you see what I mean? You've described exactly what UFO risk is. It's the fear factor of seeing something unidentified - and that will only increase as UFOs become clouded in more 'negative' language as a result of the American inquiry.
So how does this link to airlines, risk and insurance companies?