It does challange that, we believe the human soul came into existence at birth, but my position is that these words are not necessarily what Krishna said (I'm not talking about how it was translated). Hindu believers believe that a witness wrote down these words as they were uttered, but to me this is part of what may be inaccurate. I hope that last sentence is clear to you.
I see it differently, but I would have to bring quotes together to remind me of what I currently consider.
How about this;
The Rational Soul | What Bahá’ís Believe
"Each individual life begins when the soul associates itself with the embryo at the time of conception. But the association is not material; the soul does not enter or leave the body and does not occupy physical space. Bahá’u’lláh uses the metaphor of the sun to explain the relationship between the soul and the body: “The soul of man is the sun by which his body is illumined, and from which it draweth its sustenance, and should be so regarded.”
So what is given at birth is a connection to a rational Soul.
What it was before this connection?
Regards Tony