The grief might not be the member of the Nine, but the collective Taken themselves. We killed both Oryx and the Witness and left them with no leader. That's how engrained the need for a strong will to lead them is - they grieved without a King to lead them, until their collective prayers led to a new leader laying claim to the mantle.
It would be terrifying if it turned out the Nine who blinded the Last City to Ghaul's assault, and the entity who now controls the Taken, are the same being. What limited the Nine was being made of dark matter, and they could still do things like culling the remaining, hidden Ahamkara after Riven was Taken, and blinding all the Last City's sensors to Ghaul's fleet.
We are already seeing the effect of that influence gaining a foothold in reality if it is one of the Nine we're dealing with. If they gain enough power to fully step through the door...
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Well it’s not necessarily about them stepping through the door, it’s about them no longer being reliant on life in Sol. But if we go with the Nine interpretation, the wound in the Deep they’re referring to could be the crack through which this Nine has been able to exert influence. The collective need of the Taken breaking down the walls of reality to let something in. Honestly I would find it quite funny if the Nine end up being THE player in Frontiers, given the sales pitch is leaving the system and the Nine are very much the system.