Classified location for the military. The intrigue for that area of Nevada near Roswell is because it's closed off to civilians. People start fantasizing. There are rumors, there are believers, there are skeptics, there are conspiracy theorists. Some people think the government released "alien" photos to buoy the space program, even had high level military say they saw the aliens.
The conspiracy and secrecy part is partly true. It's a misdirection from what they were really working on, which is basically methods for high speed high altitude spy planes, the Black Bird being one of them, along with spy balloons, among other things. That simple. It was a cover to boost the NASA missions but at the same time build espionage tech. It was a twofer.
I've been to Roswell. It's hilarious they still believe we actually found aliens.