Our understanding of physics is well understood to be severely lacking, this is why we've been searching for things like a Unified Theory for a solid century now. Because we haven't found it yet. This does not require UFOs at all. It's the reason we invest billions, not millions, into gigantic atom smashers and fancy-ass space telescopes.

Also, any UFO could potentially have access to a whole shitload of different maybe-possible propulsion mechanisms. They don't need anti-gravity, people just like that one because it sounds cool. It's more likely they'd be creating their own gravity, maybe keeping around a big blob of dark matter or something. Who knows? Lots of possibilities.