Theres a whole universe full of planets. Why do it on a planet that can get attacked and possibly destroyed?
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Maybe Vex gates have a limited range? That would mean that the best location for a "base" would be on our system. What if the Vex have not even arrived yet? They come with ships of bronze hulls and sharp figures, but what if they arrive in the future, build their machines on old and dead planets and then travel to our time.
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Its right next to the sun meaning infinite solar energy and as I said they control the whole planet.
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They can travel across solar systems in an instant. So they could easely find a suitable planet somewhere that is not in danger and completely isolated.
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Vex gateways don't have infinite range in fact it's impossible as the signal they'd be deconstructed into would at best travel at the speed of light which means it would still take them 1000's of years even from the nearest solar system.
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Obviously they are not bound by relativity. During a mission your ghost says "they can travel across systems in an instant". That means they can either teleport or move faster than light. So finding a neighbour system like Alpha Centauri or something would make more sense. Everything in this solar system is most likely irrelevant.
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Fair point