FF1 had space, FFIII had the dark world, FFIV had the core of the moon, FFVII had rockets, FFVIII had the moon too and Lagunamov, FFIX had garland spaceship and the ARK and well, two worlds fused together, FFXII and XIII displayed tech advanced enough for space travel, and in XIII it's clear that cocoon is the moon of Pulse, so... I guess i's not that far fetched, given that the alleghans had technology to create a moon to shut bahamut in, and that the garlean empire is digging that tech.

I'm up for it, but always if it makes sense plot wise.