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Humans seem prone to coming up with religions; it seems that every culture has at least one that arose in the depths of history, and persists to modern times in our own world despite no scientific evidence that what any of them ask people to believe is actually true.
If we consider magical worlds, they frequently seem populated with gods which have real repeatable and verifiable effects that can be invoked by certain worshippers. However, in my world, it is debatable whether the gods were created by the belief, or if the gods predated the belief. Some of the gods say that they came first, but they may be lying in order to gain more worshippers. More honest gods state that they do not know.
Gods receive worship from many, but the powers they hand out are received by only a subset of all worshippers, the greater the effect's power, the fewer who can use it.
Then we have aliens. In either our real world (assuming that they exist) or my created magical one (where I can state that they exist), they have arisen entirely independently of humanity, and need not follow any of humanity's patterns save where the necessities of living in the same universe dictate that such patterns are necessary.
So, we come to the question:
Would all alien societies develop religion, in the real universe or my created one? Would there be any aliens who would reject religion in a magical universe where it can be shown that deities are real and can have tangible effects (using, say, the argument against pyramid schemes)?