Atheists deny the existence of the supernatural. Why? Because there is & never will be evidence for it. Without evidence, your extraordinary claims lack the extraordinary burden of proof required.
Aliens? Nobody "believes" in aliens. Alien life is likely to exist, but again, any skeptic will require evidence. If evidence is found, it will prove their existence. Seems pretty rational to me. Also, the existence of life elsewhere in the universe, sentient or not, is much more likely than the existence of a Supreme being living outside our space-time that cares whether the primates on this tiny speck are pining for him or not.