Board Thread:Speculation House/@comment-216.239.28.98-20140422001233/@comment-24831427-20140422013532

They're properly referred to as "The Creatures of Grimm", implying that Grimm is some sort of person or entity that created or owns them somehow. My guess is that they're the creation of some divine-level entity or being, something like Cthulhu. This god-like being may be souless themselves, and thus, out of lack of comprehension of the idea of a soul, created creatures without a soul, either that or the creatures were once intended to carry a soul, but they came out wrong.