The Mormons do, they believe god lives on a planet orbiting the star Kolob at the center of the universe, that there are quakers living on the moon and people inhabiting the sun.
All in the Mormons third book of scriptures "The Pearl of great price"

There is plenty of room for them. The Abrahamics could utilise Ezekiel’s chariot, The Ramayana has mention of flying machines and the mysterious visitations told of by the Dogon people and their reverence for Sirius, all suggest some ideas outside of our everyday experience.

Who would know? Any physical evidence, if any existed is either faded away or kept from view. Textual evidence is always several generations away from the original oral tradition so not reliable as an evidential document.

As with most hypotheses of pre-Bronze age history, fun to play with, but doesn’t solve our current crises.

Maybe aliens, maybe not, but until we can live with ourselves, probably best to engage with as an interest rather than a lifestyle.