There are many, [i]many[/i] theories and conspiracies about it. All we know is that they were created to fight some forgotten foe, and somewhere along the way they gained sentience, thanks to the Deep Stone Crypt [spoiler]The similarities between Deep Stone and the Vex Citadel cannot be ignored, nor the fact that Dr. Shim's team used robotic proxy bodies to explore it[/spoiler]