In this film’s wraparound segment, documentarian Jay Cheel gets to have some fun riffing on his own skill set in projects like the excellent “Cursed Films,” making a sort of faux streaming original docuseries about a pair of tapes that purport to show an alien encounter. The wraparounds often literally tie in and out of the anthology segments in this franchise. Still, this one is more thematic, setting up the recurring theme of the draw of seeing what feels impossible through a grainy home recording.