Well, in FFXI, the Knights of Odin were all, strictly speaking and playing the long game, on the side of Vana'diel; that was the central plot twist of three out of four expansions. I'm not -quite- ready to say that van Darnus actually is right when he says he's bringing about the apocalypse for our own good, but...
I'm not sure it's Odin- although now that I've seen your theorising I'm /nearly/ sure- but I think it's a safe bet that Dalamud is a prison.
More (admittedly circumstantial) evidence towards the existence of technology for imprisoning Primals - in the opening movie, the Garlean airship which the Guardian of the Lake destroys explodes in a huge aetheric surge; several Primals including Ifrit recognisably launch themselves out of said aetheric surge, implying to me that prior to that moment 20-odd years ago, the Primals of Eorzea were still imprisoned - perhaps within Allagan technology that the Empire had taken control of.
Here's a spitball - Odin manipulated someone into attempting to use ancient Allagan tech to vacuum up the Keeper of the Lake into the airship, knowing that the Keeper would bring the airship down and go down with it, releasing Primals trapped within the ship. Then, 20 years later, Odin manipulates von Darnus into another attack on Eorzea, this time utilising Dalamud, bringing it close enough that he'll be able to escape back into Eorzea!
I've put far too much thought into this
