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" Alien" is defined as people / beings not natural to your state, country or planet. A resident of one country would be considered an "alien" citizen in another country. Resident from one planet seen to be an "alien" in another planet.
So...two ways to answer this question . . .
1)...Think if a being from planet Neptune was asking the same question on their own Yahoo Answers site. They might have same questions / concerns if they discovered us ("alien" Earthlings) on their planet. How would it affect their views of their "religion"? Would the discovery of us (Earthlings) strengthen their position of religious (or atheism, theism) beliefs on Neptune ?
2)...There are varied countries / continents on this planet with varied religious beliefs and we seem to manage and figure it out alright here. So why would it be any different of the varied planets in our solar system also having varied (religious) beliefs? Varied beliefs in our own country, on this planet...so as varied beliefs in the solar system.
So the "How would that effect ... " question you asked here is found in the answer of how we're already handling this on our own planet.
Viva la difference . . . genders, cultures, citizens, natives or aliens . . . all are variances of the same unity of One. Some are as far as the next continent, others are further out on other planets.
Earth people / beings are scattered all over this planet. Then why would there not also be Beings scattered on varied planets throughout this solar system. Same thing...just the boundries of waters and land masses (planets) are expanded out further.