Apparently there is dialogue somewhere explaining where they came from. I admit I didn't hit all the dialogue I could, but from the sounds of it, this is a direct off-shoot of the end results of the Avernus campaign book from the TTRPG. I think there was a tiefling community that was surviving in Avernus somehow and they managed to escape to Faerun during the events of the campaign. I think...I'm uncertain of the specifics.
I think the leader of the Tieflings mentions that at some point if you help them.
