If they did come, I don’t think you’re going to see them react to such a question.
It would be too easy of a giveaway if they were somehow bound to the question.
I think they can affirm any question they want, because they are playing a role.
Ask them if they have any pictures of Hilary, Joe and Barak on their walls.
Of course, I can only speculate given that we don't have the slightest idea of what we are dealing with...yet. BUT, there appear to what we might call "rules of engagement" for interaction with human beings...rules that apply to the Divine and the demonic. I surmise this from both what we know about UFO contact and from what we have learned from credible exorcists.
Demons seem afraid of breaking certain rules...and, though the evidence is very sketchy at this point, there have been some cases wherein these so-called "aliens" seem to react the same way.
Even though I have no doubt they would try to dance all around any question about Jesus, I don't think they would be able to unequivocally state their belief in him unless it were genuine.
As said, this is only rank speculation on my part.