The cloaking device is already built in the craft. That's why enemy crafts don't attack you
(ie it's a piece of story equipment that Dioxine uses to justify that UFOs don't engage player crafts in XCom. Presumably once you engage an enemy UFO, you have to break concealment like the klingons in Star Trek, which is why they can fire back). What did you want? Being able to shoot at enemy crafts without being shot at?
When you will build new crafts, the cloaking device is one of the required components, so they can be stealthy too. The Bonaventura already has one built-in.