Yeah, not everything needs to be explained in the story, but it was nice in past games when SOME things got explained to give us a story. Most things were just left up in the air this game. Someone can always make the argument that they only come from the box, which comes from the Aether, which is where Richtofen is and has some control of, so maybe he is working on or adding these new weapons to assist them in helping him.
And the only one this game that has a little of a backstory is the Blundergat which is supposedly there since the Warden was an avid Civil War collector or something. But that map supposedly takes place in a different place than Earth, so it really didn't need a backstory for the weapon.