We have no mention of Jesus being incarnated, living and dying anywhere else. Indeed, we have no evidence there even are aliens of the kind you mean–sentient beings capable of understanding right from wrong, who presumably also sinned and so either received their final judgment immediately, like the angels, or who, like us, were to be redeemed through the ultimate sacrifice–the life of the Second Person of the Trinity incarnated as a fellow sentient being.
Having said all that, no. Jesus did not die/will not be dying on another planet. The Second Person of the Trinity was incarnated only once. If there are other sentient beings we don’t know that they would need redemption, as we have received it. They would have been tested, as the angels and humans were tested, but we can’t know what test they would have had, nor the results.
Humans matter solely because God decided we do. As the Creator of all things, it was entirely up to him what we would be and how important we would be to him. Apparently, we are very important to him for him to become one of us and go so far as to die for our redemption.
Anything more than this, as I see it, is pure speculation on our parts, but I’m sure others will disagree with me there.