As a general rule, most people in the setting are going to assume that a weird-looking supernatural thing they can talk to is a god. They will then try to suck up to it, so that it doesn't kill them and so that maybe they can arrange to have that neighbor they hate sacrificed to it later. If there is a local god or god-like thing (read: supernatural entity with a worship monopoly of any sort) they will try to direct their old god at the new god and try to get the old god to protect them from it, or otherwise leverage the relationship between the old god and the new god in some way to their own advantage.
This applies to alchemicals because most people in Creation will never see a piece of magitech in their lives and so don't even really conceive of the concept of things like clockwork soldiers.
Most people in Creation are stone-fucking-ignorant, but also reasonably canny when they're being self-serving.
Savants, learned tradesmen, and others who make distinctions are going to assume that an Alchemical is something like a Brass Legionnaire or other thinking automaton, or possibly a God-Blood with weird artifacts. A Dragon-Blood is almost certainly going to assume that an Alchemical is some sort of thinking automaton. These people will not really think of the Alchemical as an ally, but nor will they think of it as an enemy. They will think of it as "A tool I should find a way to acquire."
Nobody is going to assume an Alchemical is a demon, Anathema, or Exalt, because people know that "Exalts" are "the Dragon-Blooded," and "demons" are shadowy evil things/bloodsoaked ape/hot servile bald chick, and that "Anathema" are a sort of demon. People will not assume Alchemicals are demons or Anathema for the same reason that if UFOs landed tomorrow and little green men came out, nobody would call them werewolves. We know what werewolves look like, and they don't look like that.
…well, okay. Some very paranoid people will assume that Alchemicals are some sort of Anathema, but these are the sort of people who, in the real world, wear tinfoil hats. These people probably rant about how the old woman down the street is secretly an Anathema because she keeps stealing their thoughts while they sleep.