Here's my theory. Keep in mind, this is all speculation. The Fallen once had their own Golden Age under the Traveler. However, when the Darkness attacked, the Traveler abandoned them for reasons unknown. Scattered and deprived of their Light, the Fallen created machines capable of generating artificial Light; the Servitors. The Servitors created this "ether" to sustain the Fallen in the absence of the Traveler's Light. Over time, the Fallen's dependence on the Servitors grew into a kind of religious devotion. To them, Servitors represent life itself. In their diminished state, the Fallen became desperate for resources as they fled the Darkness. This desperation caused a great deal of in-fighting, culminating in the creation of multiple Houses. While none of the Houses are allied with each other, they do share a common goal that brought them to our solar system: They want revenge on the Traveler for abandoning them in their hour of need.