Why would one believe that US intelligence agencies have no information about extensive reports of drone activity near military installations? Given that this has been happening for a couple weeks now, and the military has said “these are not a threat”, the clearly more plausible explanation is that they know what these are, and they aren’t saying.

This is what the military does when they are testing classified military technology. “It’s not ours. It’s not the enemy’s. It’s not a threat. Nothing to see here.”

Maybe they state that, but they're not going to test it in the open so it's not a secret.

Can you really assume they have no evidence?

You'd hope they'd have sensors and analysis capable of forming some conclusions, such as tracing the drones to a origin point, or classifying based on signature, etc.

They've haven't provided much and there's a lot of questions unanswered, but they've said unequivocally what they think the origin is not.