I have to ask , what makes you think the aliens would have any concept of religion at all?  We could tell them about our religions and they may just stare at us at us and never get it.  Same with music, there is nothing about it that makes it universal that all intelligent life will understand it. 

Also think of this in reverse too.  What if the aliens started asking us about a strange concept that we just cannot understand at all.  Then we figure out that they think we should all be condemned for not understanding what they think is so universal and dear to them.