Why don't we just take the Last City and push it somewhere else?

My money is on the Traveler in some way facilitating our exodus from Earth; with Rasputin probably providing some righteous cover fire.

So are the pyramids about to arrive?

Well, given the end cutscene of Shadowkeep, I think we're to understand that one pyramid remains buried under the Scarlet Keep, and the rest are on the way (as per the end of vanilla D2). But the Traveler opening up to reveal itself as an exodus vessel, or a portal (where have we seen that before?) or some means to escape seems the most likely to me. Otherwise we'd have to bank on the Traveler revealing some kind of hidden secret to help us beat the Darkness back. But we've known all along that it's fled the Darkness across the galaxy, so. There would at least need to be a LOT of fiction built up between now and that moment, and I don't think there's currently much that supports the notion that the Traveler is just going to keep us safe on Earth forever. I think both Future War Cult and Dead Orbit are right. Preparedness for all future wars is paramount, and we aren't destined to stay confined to our system.

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That would be interesting. I want Battlestar Galactica in Destiny!

The bottle episode with the boxing ring would just be the crucible instead.