like thus far, all comments I've seen have either taken the perspective that the main character of this episode is a total grifter/100% knows the conspiracy theory that aliens aren't real (the equivalent in this world to something like covid denialism) is bullshit and it's just a plot hole that he doesn't take the medicine that keeps the alien from killing him, OR that he genuinely thinks that aliens are a government psyop and it's just a plot hole that he's seen hard evidence to the contrary.
but, from my perspective, lucky day is trying to portray a sort of dave rubin/jp sears-esque leftist personality who became genuinely radicalized in private and kept up his leftist veneer for years until going publicly mask off (in this case in a very extreme way), and so still has a lot of weird hang ups because of it. He has a podcast about alien encounters where he takes a negative stance towards the conspiracy theorist group he's already in, interviewed for a job at unit (government agency that deals with aliens), he still wears the coin the doctor gave him around his neck as a good luck charm; it's very obvious this used to be a real and important perspective to him at one point, but after a while he felt pushed out of that space (explicitly from being rejected by unit multiple times and implicitly because he's also just a normal asshole conservative in ways that he would have had to play down as a leftist podcaster; he's clearly uncomfortable when ruby alludes to the doctor being gay, describes shirley as being a benefits scrounger because she's in a wheelchair, etc.)
But he still falls into little crises of faith because, on a gut level, he understands that the right wing conspiracies he's pushing don't logically make sense with his experiences. Like, for instance, ruby's description of an alien animal that's hunting him clearly disturbs him, but after a moment he pushes it out of his head and states that she "tells a good story" and ultimately doesn't take the vaccine she hands him that would prevent this. This doesn't benefit his goals, he just logically understood she was telling the truth in the moment and then shook himself out of it because that truth doesn't cohere with the narrative he's committed himself to
you know, like, he's a covid denier or transvestigator or flat earther who's for real convinced himself of this stuff, rejects any evidence given to him even when it makes more sense, believes this narrative genuinely even though he pushes "proof" he knows to be fake, but in the back of his mind he realizes aspects of what hes railing against are more true and logical and that his conspiracy theories are ultimately harmful to him (very pointedly he gets got at the end because he refused a vaccine). He used to be a (likely fakey) leftist figure who believed in certain specific things, he's now a conspiracy theorist who aligns himself with insane bullshit that rejects all aspects of those things, so he internally struggles with trying to reconcile these two totally mutually exclusive perspectives whenever they butt heads and often comes to a quite flimsy and illogical middle ground where he still thinks dr who is real but believes ruby is lying. it's a depiction of a very specific type of guy who's liable to get radicalized; note how all of this maps onto, like, jk rowling, or your since-radicalized freak of choice.