SPOILER ALERT: This story contains spoilers for “Elio,” now playing in theaters. Disney Pixar’s latest animated feature, “Elio” centers on a young orphan boy who is desperate to be abducted by aliens.

For someone who’s made as many alien movies as he has, you’d think Steven Spielberg would be a full-on tinfoil-hat believer. But the director of such sci-fi classics as E.T. the Extra-Terrestrial, ...