Exactly right! In the tips section of the game, they say some aurora seeped out from the earth to the moon. Since Kagari is a representation of aurora, that seeped-out aurora manifested itself as Moon Kagari. As for when it actually happened, well, that’s up for huge debate. Though the anime heavily implies that it happened after the salvation of the previous world and before the next world (with kotarou in it) came to be, primordial soup and all that considered
I’ll just leave this here…
