Many moons ago, back when
Game of Thrones was considered an amazing television show, there were loads of amazing fan theories... and fan videos on YouTube as well, deducing all sorts of type of stuff. And one of the videos I recall seeing was theorycrafting on the origins of the various species of the setting including the various races of Humans and things like Giants and the like.
When they got to the White Walkers, they didn't really state (AFAIK) that this was a likely answer for in lore, but that it would make sense that the White Walkers were completely alien to Planetos and that world entirely because outside of being Humanoid, they had very little in relation to the natives of the planet with their peculiarities of biology, including the whole turning into ice and shattering when killed... not to mention the very specific vulnerabilities of Valyrian steel and obsidian as well as the things like being partially frozen or at least very frigid beings who had to remain (or rather bring) cold environments with them to survive, and more random minor bits like having their own language, lack of sustenance, and basically so different as to simply not fit into the whole realm.
Of course said fan theory was invalidated by those excellent final seasons of Game of Thrones and the White Walkers turning out to be some lameass Frankenstein experiment of the Children of the Forest to the point that I don't think the video I even saw on the topic is on the internets even more... like many GoT fan theory videos.