In fairness if the Vex wanted to they could teleport here anyway right? They can pretty much teleport anywhere. Or go back in time and take over the spot that was to become the Last City and keep it from ever forming.
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They only act on probability. And their probability of successfully invading the home of Guardians is an absolute zero because they haven’t done it yet.
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True. They also can't simulate the light or dark so it would be difficult to measure that probability for them