One element you get for free in a historical setting is a deep & nuanced moral setting that is different from ours. You can certainly write a novel about alien

One element you get for free in a historical setting is a deep & nuanced moral setting that is different from ours. You can certainly write a novel about aliens and their moral codes can play a role. It's very hard to make it nuanced and fleshed out though. Sure, a character can be conflicted between human and Klingon moral codes... but it tends to be a lot flatter than real life. The motivations are more explicit and single dimensional. Fictional honour codes and such tend to be much more legible than real ones. If we go to a past (including fictional ones like game of thrones or lotr), we get a moral contrast for free. There are still trope traps like giving the "good guys" a relatable, dissenting, modern moral sense. But on average, a writer can give a 19th century nun a worldview that is both sufficiently deep and sufficiently different to ours. In a futuristic or fantasy setting, you tend to get a lot more "orcs and vogons" philosophy.