Also it would not be surprising that as Shards being copies of the source, they are limited in that "dimension".
I mean, if space travel was a thing in FFXIV (like we humans do, not transcendental beings like Midgar or Omega), and if it existed on the First, I'd assume that they could not get beyond a certain point because they only exist thanks to Hydealyn's doing.
So watching the stars and planets from any shard would show the actual stars and planets (the Universe around Hydealyn), but it would not possible to access them because shards are like bundled in pocket dimensions? (That actually solves the lore for AST in 5.0 when they might look at the stars from the First. We might want to look carefully at thos job quests)
Or it would be a one way : you get out of pocket dimension of X shard, and if you return, you end up going to the Source (because that's the one that physically exists in the Universe) ?