What's the point of the "It’s everything all at once" theory, if we don't even have enough proof of something supernatural happening in the first place?

https://youtu.be/ulCgfIrarNI?si=Ti37fuTILNpaW\_SE

This video about Dr James Lacatski made me think of the title question.

It's common for people to say the pheromone is combinations Extraterrestrials, Interdimensional Beings, Ultraterrestrials, Time Travelers, Demons, Angels, annoying Influencers, and the list goes on.

I feel like we are skipping way too many steps, with this "it's everything" theory. Can we at least prove that it's not balloons first? Or can we just tackle two NHI types at a time, before tackle 20 different types at once?