This is not a UFO! Just an example of Life in the Arctic sea.
Have a better look and read what we know about it here: http://www.arcodiv.org/watercolumn/cnidarian/Marrus_orthocanna.html
We have a nice saying in French: La réalité dépasse la fiction.
In English, you can say "Facts are stranger than fiction."
or "Truth is stranger than fiction!".