Pretty much the title. I was thinking that it could have originated from a meteorite impact. I think that there are meteors that are made of frozen noble gases, so that would be the source of the "water" for the "lake". The impact crater would form the basin, and the gas would melt, slowly filling the basin. I have no idea if this is at all realistic.
Radon is a noble gas. Radon coming up from the earth could form a lake. In fact, radon pooling in low points and buildings with poor air exchange poses a real human health hazard. Maybe there are radon lakes deep in the earth!
from https://www.radonseal.com/radon-indoor.htm (bold emphasis mine)
Radioactive heavy metal elements uranium and thorium are dispersed throughout the Earth's crust. They very slowly disintegrate into lighter radioactive metals, including radium, the precursor of radon gas. Since the half-life of uranium and thorium is billions of years, the Earth will produce a never-ending supply of radon gas. Radon Element
When radium atoms disintegrate into alpha particles and atoms of radon, 10 to 50 percent of the radon atoms escape from the mineral grain into the underground "soil gas," which also carries biological decay gases and moisture. In most areas of the United States, the soil gas contains between 200 and 2,000 pCi of radon per liter but soil measurements ranged from 100 to 100,000 pCi/L. As radon slowly diffuses from the ground into the ambient air, its flux varies widely but, typically, one square foot of soil emits 130 pCi of radon each hour (0.4 pCi/m2s). In the United States, the resulting outdoor radon level averages 0.4 pCi/L. However, the stacks of radon mitigation systems emit undiluted soil gas with radon concentrations 2,000 times higher, averaging over 1,000 pCi/L
The other good thing about a lake of radon is that radon is very dense and so would tend to stay down. Read my musings on lakes of xenon and radon here. Can lava still be red hot liquid underwater?
The linked video https://www.youtube.com/watch?v=AsP4yMY-a6U from that idea shows what happens when you put xenon and water together under pressure - the water freezes as a clathrate at room temperature. Maybe an underwater radon lake would do the same.