It makes sense to me at least, seeing as how Anakin was born around the time that Palpatine was rising to power, and Rey was born as Palpatine cheats death.
Saying that they were made to “end the Sith” instead could work since it actually aligns exactly with what Rey tells Palpatine later on. The only problem is that it makes the case that Palpatine had any part in creating them pretty weak, despite the manipulation he tries on Rey. Using something extremely vague like what you said would actually be an admission that they DO belong to Palpatine, so he definitely has to say “The Force made us”.