They're not technically wrong. An alien did, in fact, arrive in Ponyville a few days ago. Nopony knows how it got there, not even the alien itself. However, it does appear to speak the same language as them, and as far as they can tell, it bears them no ill-will. The town's librarian, Twilight Sparkle, took on the responsibility of taking care of it and learning about it. If she weren't Princess Celestia's student and one of the mares responsible for saving Equestria a couple of times over now, Cheerilee imagines there would have been a bit more kickback surrounding her decision to do so. For her part, though, Cheerilee doesn't really care either way.