Well, both of them are Gods. In order to take, Oryx has to kill him. It says that in one of the quest lines
I can't see Oryx killing Goku
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No oryx can take anything sentient with willpower that isn't protected ( light ) this is also shown in a physical instance in game when the cabal is being sucked into the taken realm read the grimoire. But please site me your source on this in game quest line that says what you say?