Could the star horse be the physical representation of the darkness
Think about it, the traveler tends to come to us as a bird made of light. We saw this in vanilla D2, hawk moon, and even in forsaken.
So what if the Star horse is actually the physical representation of the darkness.
It would make sense that it hangs out with the 9 since they don't discriminat against it and see the light and dark as the same. It might also explain why the 9 have access to the taken and other minions of the darkness.
Actually, he's a manifestation of Paracausal power. So, he doesn't really originate from our universe, but I think he's kinda like a combo of different stuff. Get the Catalyst quest for Forerunner to learn more.