This post seemed so interesting to me that I felt I had to copy and answer it.

Most of it is my opinion, some of it is my observation.
1) Angels didn't always look human- in the Hebrew bible many angels looked like flying serpents, and others looked like hybrids of animals, such as the ones in the box that they carried around- the ark of the covenant. Some others are described (as in other books, such as Enoch) as 'wheels' and other non-human looking 'things'.
2) We have, in other religions, deities that look like animals (or are part animals- Ganesha in Hindu Mythology and most of the Egyptian pantheon are anthropomorphized animals, except possibly Isis and Osiris, the only human ones I can think of. (and Horus too? I think- it's been ages.)
3) I don't know if any ancient deities looked like grey aliens, but some ancient cave drawings have been compared to them. (I'm thinking maybe the Dogon tribes' drawings?) I personally think there is a lot of projection going on there (as in those folks see what they want to see in the drawings, but that takes me to the next point.
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And now to my opinion:
I think that the reason is that most deities look human, is because at some point in religious history, the people that tell the story become convinced that humans (and in some cases, a particular people) are special or better, and then begin to project their own likeness to their preferred deity, hence you see anthropomorphic deities. So really, I think this point is a matter of opinion, but you see it in all the modern religions that we have nowadays, even the pagan or animistic ones.