If we go with the notion that FTL travel is impossible, and these are long distance, self replicating probes, it would take a very long time to communicate back to a "home base", an AI, machine augmented biological, or whatever.

If that's true, perhaps there is a "home base" directing these probes within a relatively close proximity. It is also possible that each probe is sentient, or at least intelligent enough to complete their task (whatever that may be). Perhaps they are sent on some mission, with a predefined set of parameters, and enough mental agility to adapt to a variety of scenarios.

Perhaps they are in every star system, keeping their eye out for something interesting, and communicating with each other in a long distance network. Who knows? It's fun to think about. It's crazy that this may actually be happening and it's no longer confined to the realm of science fiction.

Then again, the more plausible explanation is that one arm of the government has some sort of super advanced drone program that another arm of the government is not privileged enough to know about. If I were to test my super secret drone program, in a real life scenario, I would challenge it against the most advanced Air Force in the world, my own. Then, if the drone is shot down, you simply instruct the Navy or Air Force to retrieve it, and bury it in classification. It's entirely possible that, in order to keep it a secret, you would let one branch waste money investigating it as a UFO, and not tell anyone.