They must have had lots of dinosaurs and pre-historic plant life to create all those hydrocarbons....
In an environment without oxygen, methane and ethane (depending on the ratio of atoms) are the lowest energy combinations for that material. Here on earth, with sufficient oxygen, water and CO2 are the lowest energy combinations.
Entropy exists in Chemistry, not just heat, motion, etc. The 2nd law of Thermodynamics is not limited to the earth.