All the cross-posting going on right now.
But... yeah. On this. I think most people would agree that mythicals have been getting steadily less exciting and unique as time goes on, but I think the very least you can hope for is that they're somewhat associated with the region they're from. I don't mean in terms of them being consistent in terms of inspiration or design, I mean in terms of there being any sort of tangible link or impact on their native region's geography or history. Kalos is the last region where all the mythicals are explicitly linked to the region's history and/or landmarks (well, less so with Hoopa but then its thing is literally teleporting all over the world so that one's understandable).
Seriously, look at the others. Mew? It's explicitly not Kanto-native but it has a strong lore link to Kanto with Mewtwo and Team Rocket and all the rest of that stuff. Celebi is linked to the Ilex Forest shrine and HGSS adds the detail that it often makes people and Pokémon fall through time. Darkrai has its own island in Sinnoh and has an impact on Eldritch's son; Shaymin has two dedicated locations in Floaroma Town and the Seabreak Path. Arceus is tied to the lore of Mt Coronet and Sinnoh's creation. Manaphy again isn't Sinnoh-native but there's a fairly extensive story around it which explicitly points to Sinnoh as being the only place it can be hatched. Victini and Keldeo have dedicated locations in Unova while Genesect is tied to Team Plasma's story. Meloetta is the least tied to Unova, but three out of four isn't bad. Space can hardly be called part of Hoenn but Deoxys's meteor heads there in ORAS - in the originals Birth Island is technically not part of Hoenn but it's up to interpretation. Jirachi has no particularly obvious link beyond the white rock in Mossdeep - but Jirachi has always been a bit of an oddball as it's the only pre-Gen V mythical without a catchable location.
Gen VI was where they started half-assing mythicals but come Gen VII, it's like they fully gave up trying to justify any sort of relevance at all. Magearna is the only one of Gen VII's mythicals with an explicit link to Alola, and even then it's just that it was a gift for royalty. But there's an argument that it's pretty Kalos-influenced and I think there's a validity to that.
Marshadow, though? What connection does Marshadow have to Alola? None that I'm aware of. In the anime it's paired with Ho-oh and not even native to Alola (Mt Tensei is in Kanto, right? Idk, I only saw that movie once) and nothing in the games I can recall suggests it has anything to do with the region either. Zeraora? Nope, no real link to Alola in lore either - that windy city in the movie definitely ain't in Alola. There was that one anime episode with the guy and his Zeraora but that was pretty much after the fact (also it's literally set in an alternate dimension).
Zarude? Uh... nope. Not a clue what relevance Zarude has to Galar, let alone the Isle of Armour specifically. Given how heavily Galar's species tend to lean into British influenced-designs a baboon is a bit out of place for an area based on the Isle of Man (and yeah I know that doesn't really matter - there's lions in France and elephants in Britain in this universe after all). Bulbapedia suggests various inspirations from British myths which would be cool except it's all basically conjecture because Zarude is nowhere on the IoA. There's not even one of those cutscenes where you bring it to an NPC and get a text dump about its backstory.
Obviously something can be native to somewhere without having had a major impact there - mythicals are generally not common knowledge, after all. But it's just so dull to have a mythical plopped into an area without any further context or story. And to reiterate, it's not a design issue: the Swords of Justice aren't American-inspired designs, after all, but they're Unovan legends because they're part of its history. I'm not hugely familiar with Pecharunt's story yet but from what I've seen it's a step back in the right direction. So that's something. Hopefully that continues.