Anyone with a lick of sense knows life exists throughout the universe. It's everywhere (that it can be). But the size of the universe means it's going to be a long, long time before we meet intelligent aliens. When that day finally comes, do you think they'll be religious?
I think if they haven't been around for much longer than we have, there's a good chance that religion will play a role in their society. Let me say the same thing another way: if they're as primitive as we are, they may well believe in gods.
They might even have similar god myths. After all, like us these aliens exist because of evolution. They will have traveled a similar, bloody path from primitive life form to their current existence as intelligent beings. And all along that route, like us, they would have tried to explain reality to themselves. And that means they might have invented gods, especially in their most primitive days.
After all, what are gods but a way to try to understand what we fear and cannot otherwise explain? I'll bet even dogs have wild notions about reality drawn from their basic lack of understanding of the world around them. Does Fido believe in a god (other than his owner)? Maybe that's pushing it but I'll bet there's a corollary.
Primitive = religious. So could an alien race that arrived in a spaceship be religious? Probably not. Their arrival in such a vehicle would imply an advanced understanding of science and likely the ability to travel at some high fraction of the speed of light. I figure a race like that would have thrown off notions of god long ago.
Of course, the worst nightmare would be if they were religious. If we can't handle the minor differences that exist between our religions here on Earth, can you imagine how we'd deal with alien gods? I can just see the Fox news coverage now!
Maybe I'll write a short story about this. Fun idea.