Oryx is just a king/god of the Hive. The grimoire said there were a horde more like him and Crota waiting out there in space. Even Luke Smith said that Oryx was "knighted" which if taken seriously means that there is a being stronger than him out there. Besides this, the Vex can be made by the Darkness. We only destroyed one heart, there are doubtless many others out there creating new machines of war of the same power of Atheon.