I mean aside from the Moon Stone probably being a mineral from space/the moon, the rest don't have an explanation nor do I recall the anime alluding to anything. One could argue they're powered gems to substitute requires a Pokemon need to evolve, as seen when Pokemon like Glaceon or Vikavolt were changed to this, but seeing how most stone evolved Pokemon aren't catchable in the wild either almost implies they aren't (and gets complicated when Exeggcute claims to need light but uses the leaf stone).
