It's theorized that they are tied into our own existence and that's why they cannot remove us from time.
English
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The Vex are now shown to be connected to the Hive, but I won't spoil that ;)
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I did see bits and pieces of that in the CoK chat before. I'm at work and can't scroll up tho :(
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From The Fourth Book of Sorrow, Verse 8: The Partition of Death [quote]With his sword Crota cut open a new wound, into a new space. In here he thought he might obtain a secret power. Out of this wound came machines called Vex. They invaded Oryx’s throne world.[/quote]
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Ugh, people. The vex simply arrived out of space because Crota was busy messing around with it (space and time being the same thing).
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That's exactly what I said