The two aspects of epidemics are disease, what the effects of the infectious organism are within an alien's body, and contagion, which is how the infectious organism migrates from one alien to another. There are relationships between the two, but it is convenient to think of them separately at first.
When the infectious organism is inside an alien's body, that body serves as the source of sustenance for the organism. Somehow the infectious organism needs to get access to those substances that will allow it to survive and multiply. Cellular walls surround useful substances everywhere but in a few locations, such as the digestive tract and the equivalent of the blood system, meaning whatever in an alien's body transports nutrients, including oxygen, from the source locations within the body which access them from the outside. In Earth land creatures, those source locations are the lungs for oxygen and the digestive tract for everything else. So, an infectious organism that does not need oxygen directly can live in the digestive tract; otherwise it must somehow obtain its own nutrients from the body of the alien. There are nutrients in the blood system equivalent, and if the organism can somehow penetrate the walls of that system, it might find a place to survive and multiply. Thus, moving from the entry point on the alien's body to the blood stream has to be done in one way or another, and through a wound is one. Wounds should be uncommon, however, and so they would only play a part in diseases which cannot become epidemics.
This means that the infectious organism has to have one unique capability: penetration of cell walls, either directly into cells themselves or between them into organs which have fluids, such as the equivalent of blood vessels. This can be done by toxins, which cause cells to die, or direct microchemical attack on the cell walls or their adhesion system, which binds one to another. This elementary categorization simply serves to show that the functionality of infectious organisms is not very diverse nor very complicated, and that there is no obvious reason they could not evolve on any exo-planet with animal life. It also means that there might be a multitude of types of disease-causing organisms on any exo-planet of this kind, where the next level of specification is by the type of cell in the alien's body which is attacked by the organism.
There would be cellular defenses against infection, and also body-wide defenses, which are the equivalent of our immune system. Cellular defenses involve resistance to toxins which kill cells and resistance to penetration attacks on the cell walls and on the connections between cells. Body-side defenses involve organs within the body which produce cells specifically designed to attack and destroy infectious micro-organisms. Evolution continues to improve and adapt both sides of this battle, and while there is a degree of randomness in what evolution has produced at any given instant in time, over long ages everything gets tried that can be tried.
Every disease-causing organism would like to graduate to being an epidemic, as the numbers of the organisms would be multiplied by something quite large. Thus, evolution would also work on micro-organisms to enable their transfer from one host to another. However, there is no biological equivalent to inter-host transfer, so evolution has no way to arm the larger organisms against this in any direct way; instead defense has to be left to each large organism to defend itself against the infection.
One piece of knowledge that is widely understood is that highly and quickly lethal organisms have a hard time spreading from host to host. There is no evolutionary advantage for a micro-organism to kill its host quickly if it can live within the host for a long time, while propagating to other hosts. If the micro-organism has evolved to overcome the first line of defense of the host, the cell walls, it can live until the immune system rises up to eliminate it. Since this takes time, measured in the rate of transfer of cells around the body of the host and the growth rate of the different types of cells that make up the immune system, there is a duration of infection that should not be shortened by evolutionary mutations within the infectious organisms; otherwise the micro-organism works to its own disadvantage. The longer the duration, the more multiplication of micro-organisms that can take place, before the immune system eventually reduces them again.
The method of contagion plays a role here. One route for the micro-organism to spread between hosts is via death of the host and spread of the organism from the dead body of the host. If the micro-organism can live for a long time in water, any host which dies in water can spread it. If the micro-organism dehydrates the host, the host would seek water and perhaps die in contact with it. If the micro-organism infects hosts which are carrion-feeders, and cannibals to boot, this would provide another route for re-infection. This, of course, is only for wild creatures living in natural surroundings. For intelligent aliens, burial customs can influence contagion in a somewhat advanced alien civilization. Using dead animals as feed for live animals of the same species can also be involved. In such instances, lethality of the micro-organism might be higher than otherwise optimal for its propagation.
Otherwise, the game is played by set rules, the host should live until the immune system kicks in, or would have, had the host not died from the infection. The infectious organism has to have ways to propagate, either while the host is alive and infected, or while dead and not buried, or both. These are categorized into respiration-related, touch-related including sexually transmitted, and surface-transmitted. Third parties, such as insects, can also serve as the route for contagion. For primitive alien civilizations, all of these would be in play until enough technology is gained to block them. After that, one by one they are shut down, by eliminating the insect hosts, by disinfection methods, by identification of carriers and their isolation and possibly others in special cases. So, epidemics can strike an alien civilization in analogous ways to ours, and the question about whether epidemics could be the reason alien civilizations are not visiting us depends on whether or not, at any era within the development of the alien civilization and its technology, there would be enough planet-wide transportation before anti-epidemic technology was developed. In other words, which technology stream comes first.
Lastly, there is the question of the finality of an epidemic. Given that one happens in an alien civilization, can it recover and get back on the road to star travel, with only a delay of a generation or two or three? This might be a much more important question that the possibility of a single monstrously severe epidemic at just the right time in the technology development cycle.
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