It could easily be the First Umbral Calamity. The Age of Gods ends with a Wind aspected calamity, which could explain the origin myth of the Vanu Vanu and the wind crystals that hold the sky islands aloft. The Vanu Vanu may have lived alongside the Roegadyn and shared myths, and when the calamity occurred, the Vanu Vanu were raised to the skies and the Roegadyn left on the ground. It's more likely than blaming absolutely every Primal's origins on the Allagans.