I'll start at the beginning... Well, the beginning of the pokemon universe that is. According to lore, Arceus, The original one, Hatched from a space egg then created the world as we know it. This story is almost identical to the Story of the Chinese creation deity Pangu.
Via Wikipedia: In the beginning there was nothing in the universe except a formless chaos. However this chaos coalesced into a cosmic egg for about 18,000 years. Within it, the perfectly opposed principles of Yin and Yang became balanced and Pangu emerged (or woke up) from the egg.
Wait, Yin and Yang? Perfectly balanced? This, In my opinion, brings about two options.
1-The original Pokemon Was in fact The Original Tao Dragon, Who created Arceus.
2-Arceus, For one reason or another, gave Physical form/Life to the very force that brought him to be.
Fast forward to the Great Pokemon war.. Possibly the most telling piece of the entire story in regards to speculation about Kyurem. Why? Picture an all out war between two Newly formed Uber Dragons(Chyeah!)... I can't bring myself to believe that a war of such importance was a "Unova Exclusive" war. Something possibly echoed in none other than Johto. Seriouly!
Via bulbapedia: According to the anime, Ho-Oh lived in the Tin Tower in ancient times. When war broke out, burning both the Tin Tower and the Brass Tower down, it created Raikou, Entei, and Suicune, and all four disappeared.
Of coarse being that the above was taken from the anime, it may not apply here at all.. But, I do still believe that Johto does have it's ties to the mystery surrounding Kyurem. Why? Two reason. The Sinjoh Ruins, and Cynthia. Yes, Cynthia. The sinjoh ruins(Which is a rather frigid local) itself has ties to the Alpha Pokemon Arceus, and even Creation itself, As through a special event the player is able to obtain a Lv.1 Sinnoh Dragon Trio member Via Arceus Creating one on the spot. And who is present for the whole thing? Why it's Cynthia, Of coarse. Why? In Pearl/Dia/Plat, Cynthia travels throughout sinnoh researching the legends and myths of the land, Eventually bringing her, in HG/SS, to none other than(Dun Dada DUN!) The Sinjoh ruins!
But wait.. that's in GenIV, Right? and besides, those places i mentioned are waaaaaaaaaay away from unova, According to Nintendo and in game references. Which brings us to question why our dear Sinnoh Ex-champ shows up in Undella town?(Which is conveniently located adjacent to Lacunosa and the giant chasm) Her answer? Research of coarse! but on what? What possible Find could've spurred her to continue her search regarding Sinnohs' legends In unova? Possibly that the "One Tao Dragon" is actually involved in the creation of the Pokemon world? If so, Could Kyurem be the Remains of this "One Tao Dragon"? Following either of my theories of its' possible connection with Arceus, It becomes even the more plausible, As the balance of Yin and Yang seem to fit the bill quite nicely; Thus upon the split and subsequent absence of Yin and Yang(Reshiram and Zekrom), Otherwise known as Wuji(Which Kyurem represents) in Tao tradition, only the corpse of the "One Dragon", Aka Kyurem, Was left.
Okay, So now Kyurem is a dead body... Or maybe..... A ZOMBIE!!!!! (Dramitic gasps) No, I'm Serious. He's a falling apart, flesh eating(according to lore) Cold corpse.. What about that doesn't sound like a Zombie?
So, if Kyurem Was resurrected into a sort of Undead state, Who did it? What Pokemon is known for Bringing Other Pokemon back from the dead? My guess? Ho-oh. A pokemon native to Johto. This Brings me to a crossroads of sorts concerning Kyurem's Icy visage.
1- If Ho-oh was the cause of Kyurem's Zombified state, Is he responsible for the his Ice typing? After all, The legendary beasts embodied the elements related to their initial demise. Is Kyurem's case the same?
2-It is stated in Kyurem's Pokedex entries that the origin of the ice that covers it is generated inside it's own body. This could be due to the void of Yin/Yang within it, Giving a parallel to the Frigid void of space, Where it was to have fallen from.
3-The uber cold temps are relative to its' cold, corpse-like state.
This is all still speculation of coarse, But it makes sense to me. Though i have more to say, i'll save some for later since this is getting pretty lengthy.