More news about this!

One plausible theory has been struck down so the odds of this being caused by an alien megastructure are now... The same as before because the odds of a certain theory being correct aren't affected by the amount of rival theories.

Um, yes, they are. By necessity,

*some* explanation has to be correct (even if the explanation is "we all hallucinated this and there's actually no astronomical phenomenon"). If you have a set of mutually exclusive and collectively exhaustive explanations*, their probabilities have to add up to 1. If the probabily of one theory goes down, the probability of other theories has to go up, or it stops adding up to 1.

That doesn't necessarily mean the probability of aliens specifically has to be the one that goes up, that depends on the new information that made you update the theory down. But some change in the probabilities of other theories is necessary.

*I'm simplifying things here, because "comets" and "aliens" are not mutually exclusive. But you can always rephrase the theories to construct a mutually exclusive, collectively exhaustive set: {"aliens and comets", "aliens and not comets", "comets and not aliens", "neither aliens nor comets"} has the desired properties. If you rule out "comets and not aliens", the probability you had assigned to it has to go somewhere else.

...anyway. Yes, this is cool information, aliens still unlikely overall, but exciting new discoveries might be in our future.