Guys,
Mercury can't be in the game because it's the hottest planet in the solar system. It basically touches the Sun's CMEs and we would all be dead immediately due to radiation and heat. Why do people want to go to a molten rock and fight the vex? These things blow my mind.
Why do people keep saying VENUS is hotter than Mercury? You guys need to learn the order of the planets.
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When the traveler showed up, humans started making technological advances, one of which was to colonize hostile planets. Mercury, Venus, mars, and the asteroid belt where now all colonized. They turned mercury into basically a giant greenhouse, it was used for agriculture and what have you, to feed the rest of the planets. Earth was basically the home point for most, Venus was the higher class earth, being used to educate and learn, this is also where they studied the darkness before the collapse. After the collapse, the vex took control of mercury and "turned it into a machine in days." They show the process by what you see on Mars, and, more in detail, venus, hence why the vault of glass is ON venus. Now, this is all from speculation as well as in game hints and lore from the wiki, so not all of this may be correct, so don't quote me.