Is it possible for creatures with intelligence more advanced than humans to evolve naturally in the universe?

Possibly, for us, it was a combination of different things after it reached a certain level:

Right here on Earth, birds have at least twice as dense brains as humans. That means that they cram at least twice the computing capacity in the same space as primates. If we had bird brains we might have been much more intelligent.

They may also not have the same limitations for the size of a birth canal. If they are similar to marsupials, the baby would be born very small and then develop in the pouch, without head restrictions of the birth canal.

Why am I losing interest to get a job and to all my desires because of this spiritual awakening? How do I get through life because of it?

Sexual selection. Intelligence is sexy. If you could tell a better story, make a better plan, make a better tool or weapon, you would be popular and get laid.

Aliens may have more efficient brains than humans, like birds, or even more efficient than any animal on Earth.

Then we can wonder about the evolutionary selection pressure for intelligence.

Why do people mourn when their leaders lose elections? Is it common for people to cry over events that are out of their control?

Social groups, and theory of mind. You needed to keep tabs on everyone in the group and understand their drives. Being able to negotiate. It takes intelligence to succeed with this.

And since the universe is so enormously big, it would be strange if we were the most intelligent creatures. Though, we will probably never find out.

Human intelligence is limited by how the brain works, and how big the head on a baby can be.

How are Hinduism and Sikhism related, considering they both originated in Punjab, India?

So let's say that the aliens have fewer restrictions on brain size, and have more efficient brain wetware, and are subject to sexual selection for intelligence, then they will likely be much more intelligent than us.