I think, as often, the simple explanation is the much more likely one:
humans have always tended to explain the things they don't understand with some supernatural power.

Many of those not-yet-understood things or processes were caused by or related to planetary/astronomical laws and processes,
like wind & weather, tides, seasons, day/night, etc. that could just not be explained at the time.
However, all these could be observed to happen in certain correlation to the movement of sun, moon and stars.

So it's not really surprising many religions and ancient myths located their gods in the 'heavens'
(which, with some imagination, makes some of them sound like alien visits)

By the way, if you ran a statistical analysis
I bet you would find just as many gods and mythical beings placed underground,
beneath the sea, on treetops or mountains, in certain plants, animals, diseases, etc...