So, I know people get annoyed about religious threads, but consider this situation:
Aliens come to Earth; they are not mean, aggresive, or anything of the sort (maybe a little sticky, but that's it). They come sporting all forms of technological goodies, and they have no qualms of mingling with us, but they have little patience for our religions--they respect them, but they annoy the heck out of them. Why? 'Cause they say their religion is the right one. Yes, they are not atheists. They believe in a creator entity and whatnot, but the explanations are a bit too much for us to properly rationalize.
Now, thse dudes traveled billions of light years to get here, have some pretty gnarly techie stuff to play with, and are, quite simply, above and beyond from where we are now both in terms of culture and development; wouldn't they know what they are talking about? Would that make anybody think twice about where they stand?
I would certainly be a little bit confused, just to begin with. Wouldn't you?