The Vex have the most mystery compared to other enemies. Fallen have a honor complex, Cabal just want to conquer everything, Hive are just a pawn of the darkness and the Vex.......time traveling robots? They will definitely have the best plot twist of the enemies I think.
English
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The Vex were built by the Last City in the future to stop [insert dramatic event that occurs in the storyline of Destiny here] from ever happening, but the only way to do that would be to kill the Guardians from the past! I call that being the Vex's backstory! :o