Well, for one 'we' and I'm assuming you mean the public does't know very much about the Universe, because many of the most important discoveries and information has been censored from our education.
For example a book written in 1995 called The Infinite Harmony by Michael Hayes was actually banned from the United States for many years, although you can buy it now, the average price for a used copy (only one printing) is $200.00. This book describes how the Universe and everything in it, including DNA, is actually related directly to the octave (eight) scales of music.
Another misconception that the common man has been mislead about for years is that gravity is a force that works both ways, meaning it repels as well as attracts.
All planets in this Universe are actually hollow as they are created that way from the Nebulae Hypothesis in which planets are actually much like bubbles and life begins on the inside, much like an atom has outer walls with a nucleus in the center, planets have an outer shell (surface crust) with an internal energy source.
As Above, So Below!
These are three examples of which I doubt you knew anything about but have been 'known' for hundreds of years, if not thousands of years. This is important because it shows to what great lengths The Powers That Be will go to keep the 'sheeple' wallowing in ignorance.
Now considered that we cannot even easily get to the bottom of any ocean and you begin to realize how easy it would be for any advanced civilization to simple put a base down there and manipulate or keep an eye on us for their own purposes.
Our technology, even the secret stuff, does not allow us easy access to the oceans where as building ships that can leave orbit is far easier.