I personally think once they
messed with the heart of lorkan one final time during their final battle with the dark elves
after much study and tinkering and because it could also be used and controlled to
give the tribunal divinity and begin to make Dagoth ur's super automaton
they were able to use some of its power to reach a different plane of existence or perhaps they tinkered long enough seeing their own demise as imminent to create their own plane of existence in the void a paradise of sorts if they had long enough or just enough to live if they didnt have enough time to create a paradise
my second theroy is due to their deadra worship they may have and i must emphasize the word may have made a deal with a daedric prince since daedrea are not inherently evil it just means not our ancestors perhaps one of the "good deadra" or while the tribunal was knocking on their doorstep in sheer desperation they made a deal with clavicus vile (which i doubt highly due to their emphasis on logic and knowledge they'd get the short end of the bargain)
so share your theories and cite your sources if you really have evidence im looking forward to a hot debate!