I would assume that you’re suppose to question their (Paradox Pokemon) existence since the games emphasize that the lore of their history are a mystery (enigma) which may explain why the characters within the game’s universe have attempted to research what they are and are unsure of where they’re from.I think you might be taking the the past thing too literally when the games heavily imply they just come the future / past of an alternative universe.
They entire thing about the Paradoxs is that they don’t make sense and you’re not supposed to question this
The fact that these pokemon are labeled as being a “Paradox”, gives the reason to question what they are. It seems the anime is following in this same concept of idea regarding their mystery.