Is it weird to have an imaginary friend

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Not true, a lot of debunking starts the moment somebody mentions "I saw a flying saucer"

And in those cases they're giving the claim more credibility than it ever deserved, often to the point of steelmanning the initial claim only to tear down the steel-manned version.

A steel man argument (or steelmanning) is the opposite of a straw man argument. Steelmanning is the practice of addressing the strongest form of the other person's argument, even if it is not the one they presented. Creating the strongest form of the opponent's argument may involve removing flawed assumptions that could be easily refuted or developing the strongest points which counter one's own position, as "we know our belief's real weak points". This may lead to improvements on one's own positions where they are incorrect or incomplete. Developing counters to these strongest arguments an opponent might bring results in producing an even stronger argument for one's own position.

This may lead to improvements on one's own positions where they are incorrect or incomplete. Developing counters to these strongest arguments an opponent might bring results in producing an even stronger argument for one's own position.

Right, so if you experience a phenomena where you are confronted with something that isn't technically supposed to exist you tell yourself "ok occam's razor, what I am look at is probably swamp gas, but...it doesn't look like swamp gas?" :Wait, what if I report I saw a flying disc that's moving from upper atmosphere to ground level in a split second, no I better not, I will be told 100% I was imagining it. Yes, putting my head in the sand seems like the most sensible thing to do.