I've always seen "ex", never the genitive in this construction. "Dē" can be used as well with no change in meaning. Prepositions are tricky in any language and the distinctions are somewhat arbitrary. For example, in English I would buy a car from
you, but in Spanish, I would buy a car to
you (which, confusingly, can also mean buying something for
you). Weird, huh?
So whenever Latin or any language uses a different preposition or case than we would use in English, just shrug your shoulders and go "OK". It's often the best you can do.
In this case, though, the construction can still be related to English: ūnus ex sanctīs = one out of the [group of] saints.