Several theories good sir, all revolving around the Numidium, the fables second Numidium, "Divine Sin" (as it is referred to) Kagrenac's tools, and the heart or Lorkhan. During the Battle of Red Mountain, the Dwemer tried activating and using the tools to power the heart, and the Numidium. For some reason, the ones above, the Dwemer all disappeared except for Yagrum, as he was in another dimension at the time. This happened in the 1st Era, before there even was Corpus or the Blight, and Dagoth Ur was actually a good guy still.