A credible alien threat would give world leaders a super easy excuse to demand emergency powers, impose martial law, and assume total control of all aspects of life, in the name of the war effort. Said world leaders really really want these things, so you can safely assume there isn’t a credible alien threat. You don’t have to trust them, just trust that they’ll act in their own interests and work backwards from there.
It was a key element of Watchmen. The movie changed the common enemy from aliens, but kept the general concept. It wasn't the governments that created it, but rather the governments were duped into believing it.
Interesting problem in orbital mechanics, suitable for the Musks and Bezoses of the world: calculate parameters for satellite launch, insertion, and stationkeeping needed to simulate seemingly-irrefutable signals from an intelligent ET civilization.
Now there are multiple private teams who could actually pull it off. Or maybe not... I have no idea how hard it would be to make a signal source appear from Earth as if it came from a fixed star, but I suspect it would be extremely difficult to accomplish for any length of time. It's not as if you could just park it someplace. Then there's parallax to consider.
In any event, the message wouldn't be "Build a spaceship with technology no one has ever seen before." The message would be "Get your act together or we'll bulldoze your planet to make room for a hyperspace bypass," or "Take the red pill LOL" or "Get Amazon Prime today. The bargains are out of this world!"
What if it's much more boring and sad than that? Like we're a contained invasive species. They're peaceful, and they respect our rights to this planet cause we evolved here but they're scared of us getting off the planet and running roughshod over the rest of the galaxy which is pretty full of intelligent life and there's no final frontier to speak of. Meanwhile our government is busy trying to reverse engineer what scraps we've managed to get a hold of so we can somehow practice galactic imperialism. I call this the "crowded galaxy" resolution to the Fermi Paradox.
