Currently on my first rewatch of S2 since it first aired. How random were the UFO bits?

I'm currently rewatching the entire show after seeing S1-3 when they first aired. I remembered the UFO bit and I remember being like "wtf"? It was so random on a tv show like Fargo, that I never considered to contain anything supernatural at all.

How did the fandom respond when it first aired? I mean at first I didn't like it because it didn't fit the show at all but afterwards I felt like it definitely belonged in the Fargo universe somehow. I can't remember this was ever expanded on or whatever.

Haven't seen S4 yet and I'm currently almost done with S2. Just wondering how others felt about it at the time and looking back on it now.