As I understand it we more about Ultima Thule than that.
First, it is in orbit around our Sun. Further that orbit is very close to the ecliptic (low inclination). Further there are many such objects of various sizes in the Kuiper belt.
All of those things are easily explained by it having formed at the same time as the other Kuiper objects formed and in the same way. It makes it significantly unlikely that it flew in from far away, decelerated into orbit in the Kuiper belt, and then changed its orbit to match the ecliptic.
And even though it was but a few pixels, by calculating its mass using its orbital parameters its density can be deduced to be similar to other belt objects (rock and ice rather than metals). Which further enhances the 'its a normal object' hypothesis.
It is possible of course, that an alien civilization designed a probe that would mimic the composition of a Kuiper belt object and flew it here, and then inserted it into its orbit, and then flew away, so that it could sit there and do what ever it does. But that is not the most likely answer :-)
All of those things are easily explained by it having formed at the same time as the other Kuiper objects formed and in the same way. It makes it significantly unlikely that it flew in from far away, decelerated into orbit in the Kuiper belt, and then changed its orbit to match the ecliptic.
And even though it was but a few pixels, by calculating its mass using its orbital parameters its density can be deduced to be similar to other belt objects (rock and ice rather than metals). Which further enhances the 'its a normal object' hypothesis.
It is possible of course, that an alien civilization designed a probe that would mimic the composition of a Kuiper belt object and flew it here, and then inserted it into its orbit, and then flew away, so that it could sit there and do what ever it does. But that is not the most likely answer :-)