Thalans are from the future supposedly, from a parallel dimension from which they time travelled to our own(GC one, that is). But how can you witness the destruction of something and set yourself a goal to prevent it, and do what Thalans did, supposedly time travelling and orchestrating plans to create a time paradox(going back to change their future), if you haven't actually survived?
I think you misread something. The Thalan claim to be from a dying universe, not from a fully destroyed one.
Case in point, here are some excerpts from the description of two techs in the Thalan tech tree of GalCiv 2:
"Our universe exists in 11 dimensions. There are also a near-infinite number of universes that are connected to each of those 11 dimensions. Destroying a universe is a non-trivial effort. And yet, somehow, the primitive species of this space time have managed to do just that. Specifically, the species known as humans, in their near-future, manage to create such utter destruction that the resulting ruin feeds upon itself and permeates all of creation throughout every dimension.
The only bright side to this is that this destruction travels at the speed of light. The downside is that the destruction moves at the speed of light through folded space which means it will engulf the universe in far less than the 13 billion of their years that it would otherwise require."
"In our time, in a dying universe, the ability to exist on the surface of planets in an unprotected environment is unthinkable."
Plus, here is an excerpt from the the Thalan entry in the Databanks:
"The Thalan are a large insectoid race that claim to come from the near future. In that future, humans have destroyed most of the life in the galaxy and so damaged the fabric of space that the universe itself is beginning to collapse upon itself. The Thalan claim to have come back in time to stop the human “crusade.”"
As for the Thalan themselves, I think they are exactly what they claim to be. The source of Brad's "one man’s “destroy” is another man’s “transform”" doesn't leave much room for doubt:
"The Thalan, in fact, are actually a race of beings from a parallel universe who have figured out the means to travel to other universes and managed to enter our universe at a point before the humans destroyed the universe"