I mean how alien are we talking here?
It's one of those things where in science fiction and fantasy alien races tend to be fairly similar to humans but with things being the way they are they may be entirely alien to us in the sense that their morphology would just plain ol weird. Depending on how their minds work they might have a difficult time coming to the conclusion that an anthropomorphic god exists but it might not actually be that alien to them.
I think that most intelligent species would probably end up having a few things in common like a general need for group cohesion and communication. If they have a sex drive of any sort they might be just as weird as humans when it comes to things like fetishes and you might even have some who see the first humans they contact as desirable considering how many humans find odd things desirable.
Whether or not they have religion is difficult to say. I am fairly certain they wouldn't be christains or something like that. That would require beliefs that are far too specific but you could get something like animism, monism, etc. They could come to have similar mystical experiences like those that are experienced by mystics of just about any tradition.
How likely is it that there are other intelligent lifeforms out there? I mean the universe is so big it would be rather strange if there was no other intelligent life but it might be one of those things where we are actually some of the first intelligent life. Do ants count as intelligent life for instance? Some ant species farm, raid, recognize themselves and others and have somewhat complex societies but I know few people who would consider those intelligent life. My own religious beliefs are open to the idea of aliens and I would welcome them to my little meditation room with open arms.
It reminds me of questions the author Peter Watts asked about consciousness in books like Blindsight. Suggesting in that book that consciousness is something along the lines of a parasite or a sort of random consequence of the way brains function. He talks more about this in the video I linked if anyone is interested. I personally don't think that is really the case but I do think plenty of evolutionary routes leave the door to consciousness open and that any intelligent alien could experience the same sort of mystic experiences I had. I'm not sure they would come to the same conclusion I did about them but that remains to be seen.