The Traveler crete the vex for terraform the planets becase he have no time for do it. The vex opened portals to the past and then begin the terraformations billions years ago. This what i think he is talking about. But i really dont think that the Travelet create the Vex. Anyways... Why the Traveler create a race that can travel in the time for terraform the planets and dont do it by himself?? Maybe the Traveler is not immortal. No... i think the vex comes from far away. And there is dialogue in the game between you and your ghost that he said that the Vex can travel BETWEEN SOLAR SISTEMS in a moment. Then... they exist in other solar sistems. They are not exclusive from our sistem.