Then you’ve got three options:
1) They’re pagans to be evangelised and converted, or
2) They’re false angels sent, or placed,to deceive, or
3) The whole religion thing is a pile of pants.
I don’t think there’d ever be enough evidence to make me believe option three over the first two. Heck, there’s enough people on this planet who have never heard of a redeemer to not let that fact faze me too much should it pop up in an alien culture.
You would, however, be faced with the idea that God didn't love the Martians enough to save them from Hell and that all Martians were doomed to hellfire