I don't remember it being referenced directly in the game, either. It is in that second resource, though.
Quote:
The legend holds that, in a time long forgotten, the moogles dwelled in the heavens alongside the Twelve. However, a great war broke out among the gods, and the celestial realm was laid to waste. Upon seeing this, the reigning moogle monarch, Good King Moggle Mog XII, lowered his subjects down a rope—the longest ever woven—to the realm of mortals, that mooglekind might again know peace.
