We go to Mercury in PVP... Also given that Bungie throws all physics and facts out the window with regards to the planets in general, there's no reason we can't go to Mercury. If the Traveler can terraform Venus, which in itself is impossible given that you can't even put a probe in the atmosphere without it melting and being crushed, than we can play on Mercury, Jupiter, etc. Even Bioware didn't try to colonize or do anything with Venus in Mass Effect, which says something. However it appears the Traveler's space magic can even override the laws of physics and the universe.