Asgardians are essentially extra-dimensional beings. They are not simply aliens though and they never have been. For one, Gods hear prayers, and even gain power from them, and are more "supernatural" by nature than the other creatures you list (Builders, Galactus, etc). Those are mostly hard "science". There is no element of "magic" with Galactus like there is with "demons" like Mephisto and Gods like Odin. Dr. Strange, a supernatural character himself, was once blinded by Thor's "immortal soul". Thor's mother is an Elder Goddess.
But their origins will always be somewhat mysterious and that's the appeal and the "mythology" of it. The origins of someone like the Silver Surfer are pretty clear cut.