Not only does the theology of these religions fail to take into account the possibility of special beings like us existing in places other than Earth, but almost all of their history and teachings would have to be completely reworked in order to reconcile them to this new development.
With a couple of exceptions this is pretty much true of all religions -- at least those not of very recent origin -- they are very Earth-centeric.
On the other hand, religions like the various Neo-Pagan movements, Hinduism, and such focus on local manifestations of spiritual forces that theoretically could be broadened out to include other places within the universe. After all, if the Celtic gods developed here on Earth, there's nothing to say that local gods couldn't have developed uniquely on other planets.
Of course, those other world Gods would no more be part of the Celtic religion than the Gods of Japan. Such Earth religions would not have to change or adapt to include life elsewhere not because they already include the possibility but because life elsewhere is irrelevant to the religion.
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