Of these, deoxys technically is from space but not from another world. It’s simply an extraterrestrial virus that mutated after exposure to certain types of radiation in space. (We know this via computer simulations and a digital analysis of samples taken from an inactive deoxys core.) Of course, the specific origins of said virus aren’t known, but it’s likely it simply came to be on the surface of an asteroid.
As for the others, that entirely depends on which theories you follow, as this is actually a matter of heated debate among scientists—particularly when it comes to the cleffa line. The most popular theory states that the elgyem line is indeed extraterrestrial in nature, as its appearance in Unova was abrupt and confined to one area.
Regarding cleffa, if it had indeed been extraterrestrial, it came here thousands if not millions of years ago, as clefairy colonies are well-established and often ancient (albeit extremely difficult to find). And lunatone and solrock are thought to either be sentient meteorites or mutated (and thus inactive) evolution stones, depending on whom you ask in the scientific community.
Personally, though, and in regards to your last question, I believe that even if these pokémon didn’t actually come from space (although I also admit that I believe they did), statistically speaking, there’s no doubt there are inhabitable worlds out there—and, perhaps, extraterrestrial pokémon. It simply wouldn’t make sense for there to be a great vastness that only developed one instance of life, to be frank.