Presumably he slept with her mother. We've never really been given any information on her family history, so, no, they've never gotten into it.****Did they ever explain how Polaris is ALSO Magneto's daughter?
The comics have gone back and forth over the decades on whether Lorna was Magneto's daughter -- first she thought she was, then it turned out she wasn't, then it was revealed she was again. I think that's the current or recent status quo, which would be why the show is emulating it.
Incidentally, I like WatXM's present and future versions of her.
I don't like the future version in Magneto's helmet. Its red clashes badly with her green eyebrows (and clothes, I think).
Have they still not even finished the first Season in the US?
Apparently not. Still five episodes to go. Luckily, they'll be airing over the next five consecutive weeks.