It could very well be, the power of suggestion playing on one's mind, they hear it from someone else, therefore believeing it, and experiencing something for themselves later.
But, when a soldier is out there, doing his/her job. Then suddenly is faced with something out of the ordinary, the unknown, that can't be explained by regular conventional methods. Who is to say they may not of actually seen something? What are they going to do?
Just becasue they are speaking up about it, does it mean they are crazy? No. They may very well have seen something, who knows really. There are things out there, that cannot be explained sometimes, we all know that.