Up until fairly recently, the last 40 0r 50 years or so, most people didn't say much of anything if they saw something strange. It was just not accepted and people would not believe you. THEN UFOs and the various cryptids became popular and there was a flood of sightings of all kinds. In some ways, this is not much better because now you have people making claims to get attention. This makes it hard to sort out the reality.
I'm not sure that most cryptids are physically totally of this world. They may be seen as a sort of a peek into another place or time. Maybe they somehow slip in and then out of our reality. The reason I think down this line is simple. In places like Texas where people habitually carry guns if these critters were normal physical animals or whatever, we would have bodies!
Myself, I would never shoot anything that wasn't posing a serious physical danger to me with the obvious exception of game animals. That isn't true of a lot of people so they would shoot anything that was very far out of the norm or just plain misidentified. Some people are just plain STUPID. I was shot at one time. Fortunately, it was winter and I had on several layers of clothing. I was squirrel hunting and sitting beside a tree waiting for the squirrels to come out and bark at me. This fool saw me move my hand and shot at me. He was so far away, that the small pellets bounced off of my coat. If I could have caught him I would have wrapped his shotgun around a tree.
I like to believe that there are cryptids out there. I want the world to still have some mysteries. I have pursued any that I heard that were near but only have things that I can't explain or state definitely what it was. ??? I have had a lot of exciting night excursions to "haunted" places or places where there were reports of odd sightings but alas no absolute for SURE sightings. Dark figures in places that there could not be anyone. Things in the sky that defy explanation. But so far I have not got to get up close and personal with any cryptids or aliens... That I know of...