They have revealed to certain people, and the night sky, that they are from a different realm. One far away, and much more advanced. They say they were a test subject and stumbled through a portal, spitting them out in Kinspiion. Back in their realm, there are no gods. They claim that they came from a family of scientists, and they were tested on at a young age, giving them the ability to turn into a feral creature.
They never wanted to come to Kinspiion, but, until their realm's technology advances further, their stuck here. Slowly they are learning to make the best of it, in their own weird way.