The alcanes were likely formed from amorphous chunks of carbon as they are produced inside stars and emitted through supernovas.

If you just take amorphous carbon and put it under high temperatures and pressure, you get synthetic oil. Literally. This is how oil formed on Earth. There is no necessity that the carbon came from living beings. You can read up more about this here.

The Fischer–Tropsch process (FT) is a collection of chemical reactions that converts a mixture of carbon monoxide and hydrogen, known as syngas, into liquid hydrocarbons. These reactions occur in the presence of metal catalysts, typically at temperatures of 150–300 °C (302–572 °F) and pressures of one to several tens of atmospheres. The Fischer–Tropsch process is an important reaction in both coal liquefaction and gas to liquids technology for producing liquid hydrocarbons.[1]

In other words, you start with inorganic starting materials (carbon monoxide and hydrogen), put them under high pressure and temperature, and end up with oil. You get alcanes just like the ones discovered on Mars.