You're obviously not a fan of hidden lore, which is the one thing mr. Cawthon's made sure I'll forever pay extra attention to
- GTA Online is, supposedly, set a few months before GTA V, though, of course, that timeline's been torn apart and put back together again at least a billion times by now.
- The crashed UFO is a damaged model of the most common one, seen in the skies above Sandy Shores and, crucially, Mt. Chiliad as well as below sea at the northern end of the map.
- Here's the funny thing: the ones mentioned above all feature FIB markings, whereas this one does not.
So let's play with the thought that Online, even at this stage, is still pre-Story. A UFO crashes just short of the Zancudo base. One could question why it's such a specific location, but that's speculation on a whole other level.
First on scene will be, of course, the military. I imagine either they contacted the FIB when things didn't turn out so well for them or the whoever watches the skies for a living actually paid attention for once, before it went even more wrong for the FIB team and their scientists. This is where you come in, grab the egg and make guns from that (which, again, you can make a complete conspiracy theory of, including why you don't die there and how you always come back to life).
What happens next, again, nobody knows. A logical answer is that the FIB somehow got the whole dying-when-within-a-certain-range thing under control (maybe caused by the egg?) and decided to copy the technology. Logic would dictate that the first test run ended in the waters north of Paleto Bay (since that's also the only UFO that doesn't require 100% completion), after which they got it all together, got two working UFOs of their own and have subsequently been visited by a completely different UFO (recovery team, maybe? Or maybe the first one was a recon/this-planet-is-suitable-for-alien-eggs-so-put-it-there-somewhere team and this is their battleship as they now see Zancudo as a potential threat?), which, as I'm sure many of you know, sits right on top of that little locked, bunker-esque building in the base. Conspiracy theorists would say that's where they've hid what they have, but again, insufficient evidence.
This is what happens when my brain has nothing more important to do.