When you hear about these specials, these investigations, you know they're not going to find anything on the show. I don't say that because I believe the stuff doesn't exist or anything, but because if they found anything, news would leak long before the show hit the air.

A lot of nature documentaries are the same way. They search for a giant squid or crocodile and talk about evidence and history, and at the end of the 2 hour special, the guy searching is going home and saying, "Well, we didn't find it, but I really think it's out there..."

Similarly, on Mythbusters, a usually good show, they sometimes try some very simple version of a myth, or just one variation, their experiment doesn't work, and they say they can safely declare it busted. Even though they didn't even prove it wrong -- just that they couldn't do it the day they tried. Just for the sake of closure on the show, I guess.