In the episode "U is for UFO," several individuals claim to have seen UFOs. The Vatican is interested in these claims for theological reasons, and they have an apparatus to test whether the people who claim to have seen these UFOs detected a particular scent. Later, when Kristen is testing the apparatus, she says that it smells like cotton candy, upon which David says that this is the same scent associated with the UFO sightings.
Why would the (alleged) UFOs smell like cotton candy? Is this based on some real-world UFO theories? A hint toward a non-alien explanation for the events?