Question seems malformed. The answer to a ‘where’ question is referenced to ‘space’. ‘Where does space come from?’ is as odd a thing to ask as ‘when does time come from?’, ‘how do methods work?’ or ‘why are there reasons?’
The point is that there are senses of the word "where" that have nothing to do with location, and it is one of those senses that is operative in the question "where does space come from."
It answers the immediate cause, but there's a lot more than that going on. Because the answer ignores all the rest of what's going on, it's a bad (but still accurate) answer.