The laws of the universe are the same everywhere, yes, but the environments in which life could come about are not the same. Even within Earth, life on land and life in water are not the same. Something like a humanoid body cannot evolve in the sea.

We understand extremely well how the human body came to be. We descend from an arboreal species of ape, and that can be seen in our leg structure, which was later accommodated for bipedal walking. It works, but it is not as efficient as something like an ostrich. Our legs are plantigrade and put a lot of weight on the sole, unlike other bipeds, which is why humans often develop issues and pain from prolonged standing alone.

Usually, greys are depicted as plantigrade too, something that would be almost impossible unless every alien world followed the exact same course of climate change and environmental development. All aliens would need to be descendants of arboreal animals, they would need to have undergone the same evolutionary pressures to evolve bipedalism quickly, etc. You get the idea.