1. Aliens don't transcend the laws of physics. God is metaphysical and defined in a way that he transcends the laws of physics.
2. Something that does transcend the laws of physics and the physical universe would be impossible to prove by definition, so believing in it is as good as believing in anything you can't prove, like fairies or angels or fate.
The belief in physical alien life falls within the realm of science and observation, while a metaphysical God does not. They're qualitatively different. Also, keep in mind, no one is actually saying they believe aliens are visiting Earth. They're entertaining the possibility that life exists somewhere else in the universe which is probably true, given that we know the universe is capable of supporting life and that the universe is virtually infinite. But that's really a side point. My main point is that it's very reasonable to entertain a belief in aliens without also entertaining a belief in a supernatural entity that eludes verification.