Because these moons and planet display signs of once, or still, having water on or in them. If liquid water is present, the temperatures in the area tend to be favorable to life.

Nobody knows. Aliens probably have some liquid, water or not, that they need to survive. Whether they get thirsty for it we don't know because, of course, we are yet to discover extraterrestrial life.

Flight of the Navigator

We do not have a definitive answer to this question. Scientists are still researching this question as of 2015. However, if extraterrestrial, it certainly was not ONE extraterrestrial body.

Comets.