The reason we have religion and belief in some form of continuity after death is to ensure that humanity does not drop into chaos. Imagine a world where everyone knew for 100% certainty that there is nothing after death? Now consider why would we follow laws, rules etc...who cares, if we die with no consequences then WTF lets do whatever we want who cares what comes after...end product - Chaos. So, that's why we have religions and beliefs.

As for alien life, totally disagree with you, and wont expand my comment on this.