The thing about aliens is they have literally nothing in common with us. Nothing. We can't assume they evolved in a place that shares any resemblance to earth. From there, the question becomes how you define life. There is a scientific definition that includes having cells and every form of life that falls under that definition needs water, but if you expand the definition to include some other beings that have a process similar to thinking and can receive signals from the environment and act accordingly, there can be a lot of other forms of life. After all, our brain is just a bunch of particles acting according to the lows of physics using chemical reactions and electric energy, so why can't there be for instance a galaxy in which the different suns and the gravity between them causes a process similar to brain activity? Or maybe there is a planet that once have water and on it a life form evolved that have a process similar to photosynthesis and breath combined which instantly creates water and destroys them by turning sugar to energy and than immediately using the sun/stars/some other constant energy source to turn the created water back to sugar, and now there are no water on the planet anymore but the creatures still create and immediately destroy water all the time without actually consuming water? Or heck what if a robot with perfect AI was spontaneously created on a planet somehow, it doesn't consume water but it can think, receive signals from the environment and react. The argument that there are probably no life forms that doesn't need water is as valid as the argument "all life forms that we discovered so far live on a planet that circles its sun in 365 earth days, therefore of a planet don't have the same year length as ours it can't have life" (well, about as valid). All life forms we have discovered so far evolved on earth, and most of them have a common ancestor, and also a lot of them shared the same environments, climates, neighboring creatures etc. There is just so much that all creatures on earth have in common and aliens might not, that we really can't assume anything about them.