Perhaps it was this object hovering overhead, as they were being closely observed by The Intergalactic Federation Insulator Protection Patrol

Now, if you really want to go way out on a limb, and enter the depths of TheTwilight Zone, check out this site, which purports to explain just what this MFW (Mysterious Flying Widget) just might be: http://isaaccaret.fortunecity.com/

As usual, have a great big grain of salt handy!

Agents Mulder and Sculley were not available for comment...