Wild conjecture time:
There is this interesting thing happening during the prologue that it's a bit hard to decode. It's the scene after CJ meets his father, the flashback to Glory + Cro battling these huge halfsouls.
1) The halfsouls seem to come out of the tv screens. The screens themselves have the colors of the goddesses. Does that mean that they have infected the goddesses somehow?
2) Cro urges Glory to "save them". I suppose she refers to the goddesses.
3) Before sex, Cro says that she won't be able to follow through the rift.
4) After sex, Cro goes ballistic, saying that she can't live without him and she will follow him.
5) I think both Carpo and Khione blame Cro for what happened but they aren't very reliable narrators.
Some extra bits:
1) When Carpo approaches Leah, she trades her anger with a memory of her. In that memory, it seems like Carpo has fallen in love with a human.
2) Cro says that Glory was hers before the goddesses.
3) I think it's Sarah who says that a mortal soul can become a god and it's just a matter of power.
Basically I get a sense that Cro, the Goddesses and Glory were bound together as humans (and fairy). Somehow Glory became extremely powerful and he could share this power with his loved ones. They lived as gods, perhaps creating their own universe at some point, but something went wrong, the goddesses were affected. Perhaps their bond broke somehow, so Glory did something like a "reset", spreading all of them across the universes in form of shards, so they can find themselves again and bond together.
Cro, after that last bit of affection, broke, and didn't want to lose her "darling" forever. So she went after the Glory's shards, perhaps without even knowing what the actual plan is. So now one of the iterations has connections to Cro, the 4 originals, a new fairy (Sarah), Kieran and Tsukiko. They are stronger than ever, and when they reach the heights of power, they will deal with whatever broke them in the first place, while making a few new friends along the way.
The Tsukiko factor:
It's interesting to note that Glory in CJ's vision, didn't have a ring for Jamie, while CJ does. These rings are timeless, which make Tsukiko a huge oddity. We know that when Victoria died, CJ lost the ring. Perhaps part of what created their grievances in the first place is that they were never supposed to be 4 but 5 goddesses. Tsukiko was one of the originals but she died. CJ's iteration was lucky enough to get her back. Of course nothing in the game suggests that this is the case, but the fact that the ring existed in the first place, makes it plausible imo.
Additionally Tsukiko is the one who currently holds the bonds between goddesses. What's to say that this isn't how it was supposed to be in the first place. Perhaps her death was so significant that broke their reality in ways that affected their memory, or even rewrote it.
PS. I find it very funny that Hebe is the tallest of the bunch but Ashley is a half pint. I fully expect that during Ashley's arc, she will get an impressive growth spurt.
PS2. It's possible that Glory had sex with Cro in order to create new fairies to bind with his shards and it wasn't just affection, but a plan. Could explain why Cro was supposed to take the Auxo empowered load.