Well, there's some, usually Christians, who believe that ETs are/would be demons or that the universe is empty of intelligent life except for Earth because we're too special to their God. They would be in for a rude awakening and have to undergo a huge shift.
It wouldn't bother me at all. I'm pretty convinced that there's intelligent life on other planets. The odds are way too small for there not to be. Maybe they have their own religions, maybe they don't. That doesn't concern me. My religion doesn't seek converts and is Earth-oriented in the first place, so I doubt that ETs would be interested in worshiping a Greek God of Earth's sky, for example (unless they moved to Earth, I guess).