Unless they are old sinful spirits sown, not created, into new in bodies as babies, Matt 13:36-39. They existed before the creation of the physical universe, ie, earth, which Job 38:7 contends ALL the sons of GOD witnessed and sang HIS praises there and then they must have sinned in one of two ways during that time: when they heard the proclamation of GOD and HIS gospel of salvation in the Son as mentioned in Col 1:23, they either rejected this as the lies of false god driven by megalomania OR they accepted this proclamation as true by faith without proof because they hoped for a marriage relationship with their Creator, becoming by this decision HIS elect, the people of HIS kingdom, HIS sheep. But we also know that some of HIS sheep, the people of HIS kingdom, went astray into sin after being elected by HIM to salvation, before the foundation of the world...probably over needing to accept the horror of hell for those of their friends who had scorned HIM by the unforgivable sin, rebuking HIM as a false god and salvation in the Son as a lie.
And if only sinners are born into mankind, then we all come as sinners already by our own free will, liable to die and to suffer for sin, not in innocence.