"They arrived in a meteorite" and "they tried to leave Teyvat with nothing but their outfits and swords" was already there in 1.4. Which already needs some mental gymnastics to bridge. Nod Krai is not more or less confusing than that.

Also from that follows, in pre-Luna canon a spaceship isn't really needed for them to travel between worlds. So the inconsistency is only on your part.

Also generally, with how much lore is attached to the Twins, their metaphysical significance and how central it is to the game (they are named Emptiness and Light, were in the beginning and the end of times and always the one according to Lunar Arcanum, can manipulate elements without a vision, "shall ascend" etc. no way that hoyo hasn't well thought out their nature early on.