It seems to me that skeptics will only consider changing their mind if they find the perfect case with evidence that is so strong that it balances their infinitesimal prior probability that a paranormal event could happen.
I don't think that's true in all cases. Though of course, as you say, there are many "skeptics" who seem unreasonably set in their ways and prioritise "winning" and "being right" above an objective search for truth.
Why don’t skeptics ever consider the cumulative weight of circumstantial evidence for a particular type of paranormal event?
They probably would and maybe do - but as far as Roswell is concerned the 'evidence' doesn't appear to weigh very much. And nowhere near as much as the counter-evidence and explanations.
What did you think of the literature on cryptomnesia?