It would depend a lot on what the alien species was like. If they go "oh yeah Religion, that's a quirk of your biology, don't worry you will outgrow it in time

It would depend a lot on what the alien species was like. If they go "oh yeah Religion, that's a quirk of your biology, don't worry you will outgrow it in time" then yeah, that's problematic. If they go "Oh, you say that the savior Jesus Christ was a human? That answers one of our biggest questions. The story never made much sense before. Boy, those Angels must be pretty freaky looking for you then." then that's entirely different.