I'm just stating how incredibly infeasible it is without breaking out the 'magic did it' card. It's a physically inaccessible realm that lies outside the mortal realm and disappears entirely every two weeks. It's also possible that it follows a completely different set of laws of physics, seeing as there is no reason for it to follow ours.
We also do not know why it is dying, it could be because there is a magical force that is physically eating the planet and depositing it in Oblivion or it could be that the planet is simply outliving it's lifespan and conditions are so inhospitable that even reality itself is being torn apart.
Either way, it's way more complicated than making a trip to a rock floating in space. First you've got to travel an infinite distance to the planet, then you've got to somehow switch realities, then you must survive in the inhospitable conditions, then, after a few days, you will disappear.
They (the two moons) may also be the two halves the two halves of Lorkhan's 'Flesh Divinity', but they were also functioning planes (such as Nirn).
Aaah, I think I get what you mean: I believe I misunderstood you earlier because I thought that when you said that they "used to be like Nirn" I assumed you meant "earth-like" (for a lack of better wording), with nature and growth and wildlife and that sort of thing. For a moment there I also thought you could have been talking about them as leftovers from the previous kalpa. My mistake.
As to the "Lorkhans 'body'" part of it, I'd just like to add that all planes are the "bodies" of their creators, be it the Daedric Realms or Mundus/Nirn. Though I guess you might already know that. 
Yeah, I was just giving Nirn as an example, all the other plane(t)s would also work as examples.