User blog comment:HarmonyBass/Destiny Ramblings: The Vex and why they haven't won yet. (WARNING! MIGHT GIVE YOU A HEADACHE!)/@comment-25932172-20170609014644/@comment-24510587-20170610113042

Ralok, their birthplace isn't actually Mars. It has been hinted that the Vex are extradimensional, and were let into this reality by the antics of the Hive. The Black Garden is not where they originate from, and even if it were, that is not on Mars. It's in a pocket dimension.