You may not have meant this by your comment, but in general I find a related analysis common among atheists, that religious people believe what they do because it feels good. I find that's often wrong, and when generally applied condescending, as if atheists are simply more emotionally mature. On the contrary many religious people will tell you they believe what they do because it seems to them to be true.
> Extraordinary claims require extraordinary evidence.
One might consider the existence of the universe extraordinary evidence (for the existence of God).
That said I think we can mostly agree that based on what we know so far, "aliens" is a fairly implausible explanation for any given unexplained phenomenon. Where ever you fall on that debate, I don't think it has anything to do with religious beliefs except as far as the biases of the people who conduct these psychology studies goes.