Yeah, but value of information calculations have two terms. Even if changing our minds on psi provides huge value (and I agree it would), we still have to consider the probability that investigating psi will change our minds (miniscule). Bring in the opportunity cost of such an investigation and it's a definite waste of time given a skeptical prior.
Why is that probability a priori miniscule? Something like 50% of people in the US believe in some form of psi and there's an entire academic discipline devoted to researching it, many of the scientists in which are reputable and work at prestigious universities (and many have a background in physics). No psi effects that I know of are theoretically ruled out given our uncertainty about QM (even the retrocausal stuff fits in with many interpretations, e.g. the transactional interpretation) and even QM is incomplete. There is a history of unseen forces turn...
[Post redacted 'cuz I unfairly and carelessly misrepresented someone's views (Eliezer's). The messages of this post was: disbelief that aliens visit Earth in spaceships is a bad reason not to look into ufology. My apologies for this ugly post.]