I think it is often the case that the further right someone is in their worldview, the more willing they are to ignore cognitive dissonance - in other words, they're more readily able to believe in a thing because it's what they want to be true rather than what an honest investigation of the world around them would actually show them is true. And most people who believe in aliens actually coming here and doing shit on Earth, really do want to believe that is happening, even if it doesn't align with other parts of their worldview. Though often their aliens beliefs are cultivated in a way that helps reinforce other parts of their worldview, such as the conspiratorial stuff like what SorosFootSoldier said. Big gubmint covering up the truth and so on.

So I do think their republicanism or rather their reactionary politics in general partly comes from the same basic trait that makes them so eager to believe in aliens. Obviously it's not universally true since we have plenty of lefties who believe aliens are here on earth, and plenty of fashy skeptics, but the correlation you are asking about is real and that would be my guess as to why.