Astrals can create a malleable crystal-like material out of pure energy and starmatter, coalesced into a solid mass with their innate telekinetic abilities, which they can then shape into weapons or tools. It takes time and focus to create and manipulate this crystalline substance, so it's not something they can just do at any given moment.

(And now you know why the Astrals all have various weapons that conveniently match their own colour scheme)