No, aliens were explicitly part of the Veil since a long time ago. Earth is specifically a popular place for random alien tourism because it has a disguise layer built in, and you don't need to bother with your own. As per the explanation here: Strip #461
It's supposed to work by groups, demons included (Tamatha, the young succubus at the bar, had been hiding her wings and tail until she was told that the Veil takes care of that), and as far as we know it's an automatic "supernatural censor" for all humans that don't have special exemption or Veil-denying powers like Sydney does.