This is the interesting thing about many so-called “modern” positions: they are built on premodern foundations. Eternal souls are obviously nonsense, according to this view, however, they act as if everyone is randomly placed into a body before birth. From where? Unclear, but identity still seems to persist there.
> The idea of "brought into the world" somehow establishes that we were somewhere before. What would that be?
Or you were nowhere/nothing, then you became something/somewhere, that action could be referred to as "brought into the world".
That is a philosophical question that doesn't have a clear answer. Personally, I don't remember anything before the time I was born, it was nothingness.
Do you remember anything hours after you were born? Days? Months? Was it nothingness then?