Quite true. That's one of the reasons why I think that those sorts of religions would have the easiest time adjusting. They could either ignore the new information and carry on as usual, or, if we somehow learn about the gods of these alien creatures, could even take an approach similar to the Romans who simply associated all foreign gods with their Roman equivalent.
The LDS church kinda EXPECTS to find life on other worlds. Due to the concept of Exaltation and plurality of gods concept.