Bad luck if this "Jesus" will come to earth with an UFO. Then you suddenly have both a proof. So what, would it change something? No.
I am not a believer, I am scientist. And as a scientist I KNOW there is the chance of intelligent life on other planets, even if it is life in a way we maybe would not recognize. Chances are huge. Same for "god" or however you call it. There are things on earth which still lack a scientific explanation. So what. 200 years ago, this list was much longer than nowadays. Nobody knows how it will be in 200 years, maybe it continous to get shorter, maybe we have destroyed ourselves before