It does not mean that...
It is something from not here would mean also a Fallen Angel...
If you are not from earth you are an Alien being...
If someone said I am a Martian they would be an Alien a Demon a Fallen Angel....
For purposes of a UFO discussion yes that is what alien means. And no fallen angels don’t make the cut, unless you can explain why they needed UFOs.
If someone said they’re a Martian that would JUST be alien, not demon or fallen angel. Unless you’ve got proof that Mars is heaven or hell.
The only planet with sentient life?
If so, then your hypothesis might be correct.
If not, then your hypothesis is overbroad.
In either case, we have no proof either way of either scenario.