I honestly don't know in this day and age how someone would conclude we are all alone in the universe. I suppose it may be the lack of direct proof.
The sheer vastness of the observable universe is difficult to grasp. The large gap in our knowledge of what is necessary for life - and what even constitutes
as life - further complicates matters.
Wouldn't it be wild if the first aliens from space to contact us turn out to be evangelical missionaries?
From what I've seen evangelicalism is capable of doing, and from what I currently understand about the necessary required level of technology a civilization would need in order to engage in interstellar exploration, and from what I currently understand about how lifeforms deal with strange, unknown lifeforms, and from watching way too many movies, I dare say fear
would be my first reaction.