The Vex were already in our system. Crota cut a wound into a place that let the Vex into the throne-world of Oryx, not into our universe. Oryx sealed that wound by moving his throne. When Oryx was seeking the Harmony Gift Mast, he came across the Harmonious Flotilla Invincible in our universe, which was protecting the Nicha Thought-ship. Oryx hoped to find the location of the Mast from the Nicha, instead he found Quria onboard, who was waiting to trap him. Whether the Harmonious Flotilla are Vex vessels or Harmony vessels isn't clear, but what is clear is that the Vex had a way into our universe. There's also the description of the Vex Line Rifle [quote]Like the Slap Rifle, the Line Rifle is a terminal weapon, although its source is much more energetic. Some believe the weapon pulls material from the accretion disk of a galactic singularity.[/quote] Some believe it is powered by the accretion disk of a singularity, if so then it is powered by something that exists in a universe, something that is based on physics and physical laws. Coincidentally that is the very thing that protects Harmony, near where Oryx encounters the Vex Quria in our universe. From BoS XLV [quote] HARMONY. When the Traveler passed across Harmony, it lied to the orbits of ten worlds. Now they orbit the black hole. The Traveler lied to the accretion disc, so that it would give warm light to these worlds. THE GIFT MAST. When the Traveler left Harmony, it made a monument out of the black hole’s polar jet. In the jet there is a hollow mast which sings in radiance. This is the Gift Mast and we will devour it, we will eat the Sky out of it, we will snap it like a bone. THE HARMONY STING. [b]The Harmony have weaponized their dead star. They can stimulate the accretion disc to fire relativistic plasma jets[/b]. We will take the Sting. We will use it to burn their worlds. I will grant one temple of tribute to the first Ascendant to kill a world! [/quote]