Do extraterrestrials know all about the “big bang” as our scientists do, but don’t know what came before it, or who was behind it?

This is roughly correct. They have their own theories about origin of the physical universe, but are not much more advanced in terms of not appreciating the divine origin. And so humans are on a par with them or they are on a par with you, however you wish to state this, in being unaware of the divine presence in everything as a reality. They understand this as a human notion, but they do not perceive this and so do not believe it is true. They think of our idea of the divine as representing a kind of Santa Claus, a manufactured benevolence that can hand out goodies through wishful thinking, or perhaps talking to Santa and asking for gifts, but they do not believe either are real.