Actually, it may be that they created themselves. The vex appear as machines, run by algorithms, killing with math (in the VoG), but they do have biological components (mindcores and the milky fluid inside their power cores). Perhaps they were a sentient, completely biological species who choose to put aside their biology, their emotions (their humanity?) aside in a quest for ascension. Even more interesting but unlikely is if the vex and the hive were at one point the same species, and either in this universe or in this universe and an alternate universe had decided on an ascension. The vex choose to be time itself while the hive want to become death, corruption itself. Perhaps in their destiny, they wanted to be immortal and that was how they chose to do so. Maybe.

That actually makes a lot more sense when you put it that way, because how could technology that advanced exist way back then? Unless it wasn't from our solar system. but I think the vex are from our solar system. This also helps explain a little bit why the Precursor vex look all new and shiny while the Descendant (more recent, presumably) are old and rusted. I remember reading a theory about the Vex having an opposite timestream than everything else, meaning they are constantly traveling backwards instead of forwards, but that's way too confusing I think

This. They could have gone back far enough to see where and why we were created, to analyze and or prevent those events to alter the future.