Io is a Location in Destiny 2. It is currently speculated as being the last location you’ll visit, due to the fact that it is the furthest away from your original destination of Earth. One reason behind this thought process is due to Io being the last planet to ever receive the Traveller’s light before it retreated to its last bastion of Earth; as such it is the planet that the Warlocks feel most fondly about and consider sacred ground.
Io is a sulphuric moon that doesn’t have much in the way of footage to go on, but from what has been revealed so far is that it’s ladled with giant tree roots, steaming geysers, and even remnants of the Vex, which does imply that they have some sort of presence there in Destiny 2.
From what has been revealed of the world, it is confirmed that the Vex, Fallen, and Cabal can all be found on this moon, with the Vex quite possibly having a slightly stronger tie to the planet.
The reasoning behind this is that as of right now a majority of the screenshots for this moon showcases a variety of different Vex ruins. Some of them are gigantic and some not-so, but it demonstrates that the Vex definitely have some ties to this moon for some reason or another that players will hopefully get a chance to explore them the deeper we manage to get into Destiny 2 or through future announcements.