The malnosso were brought to this world the same way that we were. And we've been told that the third party is composed of people born in this one.

Though given the only information we have comes from the malnosso, I don't think there's anything wrong with being skeptical about it. But I think it makes more sense that we were brought here by another force. After all, there have been experiments in the past that supposed to be attempts to send us back home.