The Tranquiline Halls are supposedly the true home of humankind. Vorinism teaches that the Voidbringers invaded the Tranquiline Halls, exiling humankind to Roshar. Thus began the cycle of Desolations and the Heraldic Epochs. The Heralds were said to return to battle for the Tranquiline Halls after leading Roshar in the Last Desolation - supposedly the Final Desolation - but in reality, the Heralds ended the Oathpact, nine of them remaining on Roshar in anonymity, while the one who had died was returned to Damnation, as was mandated by the Oathpact. For this reason, Vorinism teaches that the highest Calling for a man's life is to become a warrior so that he may prepare himself to assist the Heralds in reclaiming the Halls after his death. The Alethi in particular base their culture around this Calling, as they are descended from the nation of Alethela, ancient home of the Knights Radiant.
It may well be that the Tranquiline Halls are on Ashyn, and - for some reason - humans had to leave that world and so migrated to Roshar. It might even be that the story of the Tranquiline Halls has its origin in the Shattering of Adonalsium and the withdrawal of Honor and Cultivation from Yolen to Roshar. But it could be that at some point, Urithiru itself was overthrown by the forces of Odium, who destroyed the Oathgate links, and shattered the Plains in an attempt to destroy the last access. Or, perhaps the Radiants - for some reason - had to flee Urithiru, and they locked the Oathgates and shattered the Plains in their attempt to destroy the last Oathgate behind themselves, locking the destroyers in Urithiru. Either of these could be a plausible origin for the story of the Tranquiline Halls that are currently inaccessible in the flesh, but must someday be recovered.