Yes, they appear in religious Western art. There are Biblical accounts that can be about UFOs(Ezekiel, Elijah and the pillar that hovered over the Jews out of Egypt to found Israel feeding them mana). The Hindu scripture has Vimanas, UFOs.
As for why probes would be saucer-shaped. Self-replicating machines like von Neumann probes adapt and evolve to best suit their intended environment and are difficult to detect, by extension moreso on Earth at this time period because a saucer shape has lowest possible radar cross-section.