My basic answer for this question: I'm upset there was planned one comic, in which the origin of Iron Vulture and Air Pirates was planned to be revealed. Unfortunately, it wasn't published and makes me sad.
That's why I read the Karnage and Air Pirates - related fanfictions, when I've got the spare time, including the origin ones. Especally The Mad Dog ones.
I'm glad that the fans fill the hole with their own creations - more or less logical, but still creative ones
And I dream that one day they'll do the new Talespin comics, in which they'll explain how the Air Pirate crew was made up and their first plundering missions (like they do now with the Darkwing Duck). I think Karny and his band have got the huge potential to make them the Disney equivalent of DC's Suicide Squad - funny and badass canine (mostly) characters at once with the interesting relations and psychological characteristics.