I mean or she's lieing about being an alien. Or angels are aliens.
I significantly doubt it's a lie, just because of the way the paneling leading up to the reveal went. You throw some single and double page art spreads into the buildup like that and now if that turns out to be all bullshit it's less of a fakeout and more of a retcon. Jorori's better at manga than making basic-ass mistakes like that.
Also fwiw the original line she says is simply "宇宙人" (uchuujin, or "extraterrestrial" from uchuu "outer space" + jin "person"). I had "I'm from outer space" and "I'm a space alien" both down as translation candidates but went with the former because I thought it fit her upward pointing pose a bit better. Perhaps I should have gone with the more literal option but at the time I was thinking along the lines of "
I'm from outer space isn't all that ambiguous because who the hell is from outer space besides aliens?"