In the Shrine of Oryx, the Ghost says it was communicating with something far outside the edge of the system. At stage 2 of the raid, you get teleported. I'm assuming it's their home planet, not only cause it houses Crota, but because there's a big cracked moon void thing in the sky. Maybe that's what the Shrine was communicating with? Which also helps seal in the fact that that was their home planet we got teleported to.