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.
The leader mentions something about it, but in the meantime you've already fought to save his community, and are having a polite conversation with him. That makes no sense. I'd be like, "DEVILS! KILL IT!"
BG3 should blatantly address this. Lae'zel is not from these parts, so she could be like, "Devils! They followed us from hell!" and you as the PC could then explain to her that these are Tieflings (not devils), and they are normal members of society.
