There's some extreme artistic license going on here. Mercury's orbit is 35 million miles from the sun roughly, which ought to mean that the sun is about 2.5 times bigger in the sky than it is from earth. (In Destiny 2 it's about ten gazillion times bigger!) The surface temperature of mercury is about 800 degrees (Fahrenheit) which is more than four times the boiling point of water. Osiris' eyes should have boiled right out of their sockets the moment he set foot on the planet, given his propensity for wearing an open faced helmet. The diameter of Mercury is roughly the same as the distance between New York and San Francisco. In planetary terms, it's tiny and super light. For sure, it doesn't have enough mass to maintain an atmosphere. So, you're right. Wandering around the surface of Mercury should be similar to running across the deck of the Almighty. But whilst running around Mercury you would expect to be in a 0.38 g environment, running across the deck of the Almighty should have been a zero g experience. On the flip side, Nessus is much too far away from the sun to experience "day light" and certainly doesn't get enough of the ol' infrared to support life. Ergo, space magic! :)

Traveller turned it into a 'Garden World'. That space magic gave it Raybans for an atmosphere. Same reason we didn't boil on Venus. Spaaaaace Maaaagiiiiic!!!

In the Destiny 1 lore it was actually explained that Mercury isn’t as close to the sun as it appears. When the Vex transformed it, they made it part of their timeline. Meaning that it doesn’t really exist in our timeline anymore, explaining why the sun position does not effect the inhabitability of the planet.

Pretty sure in D1 the vex had allegedly turned 98% of mercury into a machine. I mean, I guess this could be true still since mercury is about as big as a pvp map made for vehicles, but still.....fvck cannon I guess?

I personally think itd be pretty annoying, but i do think maybe having like solar flares that make the sun burn as like a weather event thing would be cool

The vex tech is the short answer to your question. It was discussed from the lore in D1 that whatever the vex did to mercury, caused the sun to appear dimmer from the planet’s surface. This likely indicates a diffusal effect similar to how the sun and moon can appear larger when on the horizon. The atmosphere distorts and expands the image of the sun/moon as we see it and as a result, appears both larger and less bright because of the image being spread out over a larger space than normal. In the case of mercury, it’s been proposed that the planet itself was diffused and now exists in more dimensions than it did previously. So, as a result, the effects of the sun are now spread out over all of those dimensions. Of course, bungie overlooked this when they made up the image of Mercury’s past painting it as an oasis of life. Since for the traveler to make that possible, it would have to have the planet no longer be tidally locked(give it a rotation, to prevent one side being an instant bake oven at 450F and the other a deep freeze at -170F) while also changing the magnetosphere of the planet to ward off the intense radiation of the sun itself. As to support a stable atmosphere. And probably some other stuff I’m overlooking on the subject of terraforming. In short: bungie, y u do dis?

Yeah but why is the forest a grassland?

The Almighty is way way closer to the sun.

The almighty was closer, plus we're on the eastern half of the planet pointing away from the sun ☀️

There is a shield barrier around the light house in order to keep you from boiling alive

We've been using the same two words to explain everything about this game since the launch of D1: Space magic. Idk just pretend the Traveler gave Mercury a new atmosphere so that it could maintain life or something... Make up your own story it will probably make more sense than what Bungo gave us