For a couple of legendarys, they say that they are "Testing" you, and when you capture a legendary, it's because they let you capture them because they find you worthy.
I think it was either Dialga, Palkia, Giratina, Groudon, or Kyogre that had that backstory...
I don't remember which.
Also, I believe that's why they only produce a handful of Masterballs in the games, they don't want to take away pokemon's will to choose... Otherwise, it's kidnapping...