Life here on Earth mostly developed in a water-rich and oxygen-rich environment, so most lifeforms evolved to require it. But we know that that's not mandatory, from examples like extremophiles that subsist off of gases emitted by volcanos, for example. Those creatures never developed far from the microbial level here on Earth, but who's to say that the same is true everywhere?

I would not be surprised at all if there was life somewhere else in the universe that developed through a completely different path than here, without water or oxygen as requirements. But I would be extremely surprised for such creatures, or any other forms of extra-terrestrials that may have evolved similarly as us, to have travelled all the way here.