At the end of the Taken strike in the EDZ there's some supposedly "big reveal" that the boss is Red Legion. Leading to this conversation like, "Oh, how'd he get Taken if Oryx is dead? It must have been one of Oryx's sisters that's started getting all Took-y."
Oryx had been Taking civilizations for thousands of years before his defeat. Maybe millions. I forget. Is it somehow inconceivable that in all that time Oryx never ran into the Red Legion, a military force with a supposedly galactic presence? Makes more sense to me than one of Oryx's sisters Taking cabal in our solar system from whatever far off dimension they occupy.
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I never thought of Oryx to bee dead. More like defeated and loss of power. Waiting for his return would be inevitable. Besides we never did destroy his soul like we did to Crota.