Free will is being educated and sin is not allowed in heaven. If another race existed with free will they would have to develop similar to us, they would have to discover the periodic table build factories and engineering have a scientific community. UFO’s don’t grow on trees so a workweek had to be established. That means they provide for themselves and do not have a provider. Jesus is the provider for those who believe.
NASA is in its infancy when it comes to travel in the heavens while spirits are not restricted at all. Evil spirits cannot get into heaven it’s protected by the blood of the lamb.
The bottom line is those who believe in UFOs see no value in Jesus or what Jesus did for them they would punish him over and over again, just like another religion does that see Jesus as their instrument of terror and control.
There are other worlds Jesus called them mansions but they have no need to leave what is wonderful.