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I'd say this to my friends (literally "I believe octopi are aliens") and get laughed at.

I believe that for a lot of underwater life. Basically our oceans are a cesspool of ancient alien life that's been collecting in there for millennia

Perhaps they laugh because they think by "alien" you mean from outer space and unrelated to our earthly evolutionary history.

And to be pedantic, humans and octopuses (and bacteria for that matter) are all equally evolved, just for different niches.