Extraterrestrial beings would regard Earth's terrestrial, man-made religions the same way we homo-sapiens regard the hootings and hollerings of wild chimpanzees in the jungle.
Interesting? Absolutely. And should be archived and preserved for academic study. Useful? Again, absolutely. Such screeching alerts other members of the tribe to look out for potential predators. Or where to find the nearest fruit.
But insightful into the actual workings of the Universe? Not at all. And not even close.
So you're suggesting alien evangelists will have more luck spreading their faiths to us? That is a real possibility, too. Easy for a charismatic alien displaying advanced tech to seem like a guru worth following.
I would not rule out conversion the other way, though, or syncretism to form new alien friendly versions of Christianity and Islam and Buddhism, at least. Much like Mormonism is an attempt to update Christianity for the Americas, a new space religion incorporating some alien space God as being the same being actually as God the Father might be a popular new version of Christianity.