There are a lot of media about the Rosswell incident, not just one documentary. I haven’t looked at all of it. No-one doubts that something crash-landed there in 1947, but what? The US Air Force initially called it a weather balloon, but later said there were crash-test dummies. Military secrecy is a fact of life — after all, if military people gave the public full details about what they’re doing (such as weapons tests), then potential enemies would get that information too. I’m not committed to believing everything the US Air Force says; but crash-test dummies seem to me much more likely in this case than alien humanoid greys.