The modern and future core of human civilization seems to rest in one simple physical act: Turning mass into energy via combustion. There are other methods such as nuclear fission and hopefully nuclear fusion will become a reality soon, but, chiefly, our lives are powered by simple combustion; Oxidizing hydrocarbons and other organic molecules to release the heat contained in their bonds, ideally only producing water and carbon dioxide as a waste product. This process powers our vehicles, lights, cools & heats our homes, provides for our entertainment, cooks our food and makes air & space travel possible. It is the ultimate source of the bulk of our electricity. The first act of human controlled combustion improved the fate of our species to such a profound extent that anthropologists can justifiably make a distinction between archaic Homo sapiens and H. sapiens sapiens who (we) exhibit what is called behavioral modernity, brought on by a better, more protein rich diet that was now cooked which allowed for better digestion and ultimately bigger brains; Brains now searching for other brains in the cosmos.
The search for extraterrestrial life is chiefly founded on the assumption that They would go through a similar evolution as we, technologically speaking, leading eventually to Them also manipulating the radio spectrum for communications purposes; A reasonable assumption. But if this hypothetical alien civilization uses radio waves, or any part of the electromagnetic spectrum, really, then this presupposes a power source, either the direct result of combustion as we understand it here on Earth, or a process informed by it, such as the aforementioned nuclear fission or fusion. It is reasonable to assume a cognitive evolution from simple combustion to nuclear power. It doesn't seem very likely for a small band of hunter gatherers to go from just learning how to cook their meat to suddenly powering great modern cities through the miracle of splitting the atom. Little steps.
But would life on other worlds necessarily use combustion? Is oxygen a requirement for life? Concentrating on the latter, biology says no and our world has plenty of examples of anaerobic life. It is now known that this was the first life our world ever saw. It was no more than some bacteria and maybe a few other Monerans but it was life nonetheless. In an interesting twist, a bacterium figured out photosynthesis and caused what evolutionary biologists and paleontologists call the Oxygen Crisis because the massive amounts of oxygen released killed off a great deal of the anaerobic life on the then infant Earth. This made room for more interesting developments.
Returning to the former question, I think, yes, aerobic life would be a requirement for an eventual advanced civilization that we might encounter because they would likely need combustion to get to such a state as using radios. Even if they did harness the power of fusion, it would likely have been informed just like in our natural history. Fire to cook, combustion to create power, power leading to an advanced people who can harness the energy of a small artificial star in a magnetic jar. Intellects becoming bigger after each new energy producing advance until such time when combustion itself is no longer required.
That’s not to say that you can’t combust without oxygen. You only need an oxidizer. Chlorine and fluorine are also oxidizers. Very aggressive ones, in fact. So aggressive that you can ignite titanium by exposing it to dry chlorine gas. The same thing can happen using bromine and iodine. In all fairness, the reaction with fluorine does require the titanium to be heated to 200° centigrade, so maybe that one doesn't count for much since we’re trying to produce heat in the first place. Heat because our hypothetical civilization of anaerobic life forms need to cook their food to grow bigger brains, discover more ways to make heat & energy and eventually become a people worth communicating with across the great void. That is, if their biology benefits from cooking at all. It’s hard putting your biases aside especially since we can’t help being oxygen chauvinists.
Of course you can also cook with other chemical reactions, you don’t need a fire. Anaerobic environments and their attendant organisms do a lot of fermentation to make ATP. Lactic acid fermentation is especially common. Outside of a living organism, there is also acetogenesis and methanogenesis which can be done in a lab but is also done by the bacteria in Kingdom Archaea.
A popular coastal Mexican dish called ceviche comes to mind. It’s a meaty salad of various sea creatures. It could be considered Mexico’s answer to sashimi. But sashimi too is also chemically cooked, usually in a strong rice wine glaze. The ceviche is cooked using citrus juices. The point of cooking is to deform the proteins of the food item such that digestion is easier. Normally we associate this with flame which also drives out excess water which contributes to the act of cooking. Chemically cooking keeps the water but still deforms the protein and removes pathogens. I can visualize an anaerobic society figuring out how to cook food in this manner then later discovering some other form of oxidative combustion which then leads to the next steps in becoming a civilization we could possibly run into. But how likely is that?