Not necessarily. The Zelda series is based off of Medieval European folklore, which actually includes a surprising amount of tales relating to extraterrestrials in the form of demons and Fallen Angels. Interestingly, the Goddesses themselves seemed to have been implied to be extraterrestrials themselves, what with the references to them descending from a "Distant Nebula". Perhaps Hyrule was created as the result of terraforming rather than divine power because of it, but that's another theory entirely.