Religion historically as we know it began with astrology. Sun and moon worship, light and day, good and evil.
How probable is that humans looked to the stars for answers because of witnessing UFO or aliens in some form or another?
Some religious and non religious illustrations hundreds and thousands of years old.
http://www.crystalinks.com/ufohistory.html
Extremely, extremely improbable.
Do you care to explain your reason?
not very
Humankind is dumb enough to do it on their own.