Maybe they could have, but why would they? Any technology used to terra-form planets would be very impressive, but it would be technically easier to build a new planet from scratch in the middle of space than to transform an existing gas giant into a solid planet. It makes especially little sense when you realize there are multiple large solid moons orbiting said gas giants. There certainly doesn't seem to be any lack of real-estate in the solar system. This is science fiction, granted, and the Destiny universe is full of gods and magic, but... to borrow from Basic Instinct, the more they stray into the realms of 'extremely unlikely' and 'nigh impossible', the harder it is to 'suspend disbelief' and get drawn into the narrative. I know you're just playing the devil's advocate here. Don't even get me started on the Vex and the problems with time-travel in any narrative...