Well vex existed a long time before the golden age. They are are more engineers than warriors. From what I have gathered, they aren't actually defending their homes. They are trying to prevent their own extinction. They have the ability to travel through time but cant find a timeline where they don't go extinct. That would explain why they want to become part of the fabric of reality. Thanks to ruin I also now understand that the vex, which really are a fluid (That white goo at their stomach), can also take control of humans. That is why the researchers who ventured into the depths of the citadel needed proxies (Possibly Exos). That also explains what happened to Kabr. He sacrificed his light to create the relic so Atheon could be stopped. Once his light was gone the vex could easily invade his body. That's why his last words tell you that if you hear him its not actually him. Or so I believe.