Deoxys is more similar to a Ditto mixed with a strange space probe than a normal Pokemon. The creature didn't originally look like that, it didn't even have what we'd consider its "body" before it began to recieve various radio signals from Earth. It's physical form is the product of a failed attempt to mimic the planet's dominant life form ( ie. humans ) based on the most surface level understanding of our minds, souls and bodies. It struggles with communication and tends to find itself falling into the uncanny valley in its attempts at understanding us because we cannot understand its attempts at telepathy. ( It is an alien after all. )
The people who created it sent it out long ago as an attempt at outliving the death of their homeworld. They had thought they were alone in the universe and thus considered it an imperative to seed the empty cosmos with sapient life. Their space virus probes were meant to seek out habitable worlds and reshape the primative life forms living on them into something more akin to themselves.
The thousands of little proto-Deoxys have spent over a billion years traveling the cosmos since then, forced to fend for themselves in one of the harshest environments imaginable. They've been forced to evolve so much over that they've lost the ability to infect others but parts of their original imperative remains: find a world and begin anew; the universe is a strange and wonderful place, go out and explore what we cannot.
Like their creators, every Deoxys believes that they're alone in the universe until proven otherwise. Some are met with hostility and destroyed like the one in the Delta Episode. A few others might have even followed their sibling onto Earth. Many are still out there wandering the void still searching for a home. Perhaps they'll find one. Perhaps they'll meet their end without ever finding an answer to the fermi paradox. ( It's a numbers game after all and the universe is unimaginably vast. )