This only works because information is delibrately withheld.
In the example above, if a journalist were to have evidence that the thing that crashed was made of metal and had noisy engines, then the official weather balloon theory would no longer be the simplest one that fits the facts, and we should then assume a military cover-up of a craft of terestrial origin.
Though this is an amusing concept, it is not a systematic flaw in Occam's razor as it applies to most situations. I guess it also shows that you should be prepared to abandon assumptions that were made on limited information.