In mathematical terms it is unlikely that any detectable and conscious life forms exist anywhere remotely near our Solar system. The late astronomer Carl Sagan has proposed that the universe is infinite in it's physical size. Those who suggest there is an edge to the universe have the same kind of ideas that once asserted our vast oceans have an edge. They are the same minds that think we would fall off the Earth if there were no gravity. In light of all this it would be likely that conscious life forms exist on planets scattered throughout the exponential farthest reaches of time and space.
Frozen water is found on chunks of rock hurtling into our atmosphere.
Water is the only basis of life as we know it. It is not imperative that we find conscious life in space. The odds of doing so are remote because of distances that are probably impossible to travel . Planets having life are probably so far apart that it would take thousands if not billions of years to reach them by robot, possibly to the failure of all radio signals, solar batteries, nuclear doo-dads and technical trash that we can devise. But we can surely take comfort in what we can learn from our practical reaches into space in the coming milleniums.