The Sentinels were created by Dr. Bolivar Trask. Trask feared that mutants would rule the world as Homo Sapiens Superior and that the humans would die out just as Cro Magnon man did. He was so blinded by this though that he created mutant hunting Sentinels, under his own supervision. The Sentinels were not initially a government issued task force.
'Course, as with all A.I., the Sentinels rebelled, yada yada yada.
So it's all cuz of Trask.
Magneto and Mystique probably didn't. Maybe Magneto, Trask might have been scared by Erik. Who knows.