In the pilot episode of Star Trek: Deep Space Nine, I remember there were aliens who had no sense of time. (It was a long time ago; forgive me if I get some details wrong!) I remember the commander trying to explain baseball to them:
the ball is pitched
the spectators don't know if the batter will hit it
if the batter does hit it, nobody in the stands or on the field knows what direction it will go
And that's why it's nice to have a sense of time and to not know what's going to happen. HOWEVER ... if the aliens really don't have time, and know everything, they could NOT HAVE THIS CONVERSATION. At the start of the conversation, they don't know a couple things. (Baseball & time.) During the conversation they learn about those things. If they were truly immune to time, and could travel to the past and the future and stuff, they would already know the baseball analogy and would already know the result of the conversation.
Your thoughts? Explanations? (Bad jokes?)