Well, unless we actually talk to the aliens, we will not know. But to expand on the question - what would happen if the aliens have a similar (if not
"the same") beliefs we have? Would that confirm that there is a god?
Anyway, I don't think it has to do with how advanced anything is, but rather on how their society is. If there is a law that prohibits any belief in
the supernatural, then maybe they don't believe in a god.
But until the aliens have explored every possible thing in existance, there will always be something that is unknown, thus there is always the
possibility of beings replacing that unknown with the supernatural. And for that matter, how do anyone define "supernatural"?