User blog comment:Legend 721/Dwemer Return/@comment-3251417-20120723090826/@comment-3251417-20120724053355

If they were cast out of Nirn, they had to go to Aetherius. It's only logical that they were taken out of Mundus itself, and the only realms other than Mundus are the planes of Oblivion and the planes of Aetherius. And we aren't exactly sure how they traveled through dimensions, but without Mundus' laws of physics and their technology, it's unlikely.