If we went and spent hundreds of thousands of dollars every time someone claimed that some monster existed, that UFOs landed somewhere, that there's a triangle of arbitrary islands that is magically able to crash planes and sink ships, or any other such claim, then we'd be billions a year on something completely worthless.
Bring the proper evidence, such as genuine correlation, and then you may get a team of willing scientists to investigate. Until then, go to wal-mart and buy some aluminum foil, because there's some hats that need makin'.