Technically, Deoxys mutate upon being exposed to water vapor in the planet's atmosphere, but otherwise correct.
We really don't know where they came from in terms of genetic relationships; whatever they are, they are the last of their kind.
Simple logic. Liquid water is a surprisingly scarce commodity as far as we know it in the galaxy, so if life exists elsewhere without liquid water, it's possible that an alien virus could end up changing or otherwise mutating like Deoxys when exposed to it. Liquid water just happens to be the one thing that Earth has that is seriously lacking in a stable form elsewhere within our view of the universe, limited as it may be by today's technology.
When answers are missing from available data, sometimes you just have to look at things as realistically as possible to garner a sensible answer.