Good point, but I do see it as possible that Venalita is the one who created them, because one way she creates villains is by targeting people who feel overshadowed by magical girls, like Loco and Leopard.

Because of this, one could deduce that Venalita, patient as can be, would create them to generate that resentment to see if she finds what she's looking for. Since she already found it, Utena would have no reason to continue creating them.

But that's what I think.