With the addition of the DLC to the Sword and Shield Pokémon games, players are treated to many more hours of gameplay via the Isle of Armor and the Crown Tundra. The Crown Tundra in particular has so much new post game content including legendary Pokemon hunting and the Max Lair. Inside the Max Lair, players have the opportunity to catch Dynamax Pokemon not only from the Galar region, but from all of the past regions as well. At the end of each Dynamax Adventure, the final encounter is always one legendary Pokémon, including Ultra Beasts such as Buzzwole and Nihilego. On one hand, it seems very cool, on the other hand, it may leave players scratching their heads and asking, “how are there Ultra Beasts in the Galar region?”
When players enter the Max Lair for the very first time, a scientist explains that Ultra Wormholes tend to appear in the Crown Tundra. Ultra Wormholes were a huge part of the generation seven Sun and Moon games’ storyline and then was expanded upon in the Ultra Sun and Moon games with the introduction of Necrozma, which was revealed to be the one responsible for the creation of the Alola region.
According to Necrozma’s Ultra Sun and Moon pokedex entries, “It looks somehow pained as it rages around in search of light, which serves as its energy. It is apparently from another world. If it isn’t devouring light, impurities build up in it and on it, and Necrozma darkens and stops moving.” As its pokedex entry suggests, Necrozma constantly moves around searching for light. That could explain how Ultra Beasts ended up in the Galar region. While searching for light to absorb, Necrozma may have caused an Ultra Wormhole to open up in the Galar region, landing in the Crown Tundra, and letting through a bunch of Ultra Beasts in the process, thus, why the player is able to encounter them in the Max Lair.
However, this doesn’t seem to be the first time this happened since the scientist didn’t seem that surprised. One possibility is that they have experienced it before. In the main story of the Pokémon Sun and Moon games, players learn that Aether Foundation President Lusamine had lost her husband Mohn when he got sucked into an Ultra Wormhole while conducting research on it. She believes him to be dead. However, players encounter Mohn in the Poke Pelago, and in the postgame for Pokémon Sun and Moon Lusamine meets Mohn for the first time in a long time. However, he doesn’t seem to remember her. Even though the cause of his memory loss is never clearly explained in the games, it could be that on Mohn’s first trip through the Ultra Wormhole, he could have landed in the Crown Tundra near the Max Lair and have been found by the scientists there who then proceeded to study the strange occurrence. Then, Mohn could have lost his memories when he went through the Ultra Wormhole a second time when the Galar scientists were trying to send him back home to Alola.
In the Pokémon Ultra Sun and Moon games, it is implied that Mohn is missing and Lusamine’s goal of trying to search for him remains the same. In the post game prior to the start of the Rainbow Rocket episode, Lusamine is seen giving a speech being broadcast live to the entire world about the groundbreaking work of the Aether Foundation. It is possible that the Galar scientists watched the broadcast and reached out to the Foundation who then lent them their resources and research on Ultra Wormholes, hence, could be how one of the Galar scientists got their hands on a Beast Ball which they give to the player. Overall, whatever the reason may be, it would be a nice way to directly reference and tie in Pokémon Sword and Shield with its predecessor, Pokémon Sun and Moon.
Ultra Necrozma Pokedex Entry: https://www.serebii.net/pokedex-sm/800.shtml
Ultra Wormholes In the Galar Region: https://www.serebii.net/swordshield/theycamefromtheultrabeyond.shtml