I actually wondered if one can belong to both religions.
Because they call themselve a religion of love, and they see Jesus, Buddha and Mohammed as positive although imperfect teachers. "The role of the prophets was to progressively educate humanity" they write.
By whom do you want to be educated, Jesus (Love your enemy!) or LaVey?
If you put away that alien stuff, that's the idea of the Baha'i or of Ramakrishna. Compare, what LaVey has written about these prophets in the Satanic Bible.
I think, the former alien Gods where just snake parasites inside men. They're called Goa'uld. No, not really. But at least, these characters, creating their own empires and dressing up in an impressive way, are more Satanic than those peacebringing Eloha :-)