For people who feel lost or whose loved ones have just passed away, the belief that there is something greater than themselves can be very comforting. For those who are depressed, belief in an omniscient god or a perfect doppelgänger in the multiverse offers a sense of security.
Needless to say, a person finds hope and community when he or she discovers others who share the same belief in a particular god or alien. This is especially true for people who have been ostracised or rejected by others.
Of course, there are atheist scientists who believe that there is plausible life on other planets. But this is based on conjectures and extrapolations from their scientific studies. But for the majority of mere mortals, belief in ET and gods provide comfort, security, hope, and community to those who hold them.
The universe is a vast and mysterious place, and it is natural for people to wonder if there is more to it than what we can see. Praying to an almighty or a Martian can provide a way to fill in the gaps in our knowledge.