Ok, i will give it a try in a theory here, i just looked at all the teories and put something togheter...
When the bugs first came, they attacked Kilrah with an orbital bombardment or something like that, so the kilrathi seeing fire comming down from the sky, they thought their gods were angry with them for some reason, so maybe another race came, fought the nephilim and drove them off kilrathi space, sealing the wormhole, then they came down on Kilrah, and talked to the survivors that the enemy would return someday to fight again, or something like that, then they leave. Then the kilrathi asumed that they "wherent worthy"...
Or maybe they where just caught in a battle bettwen the bugs and some other race (or maybe even some renegade bugs or something), that at the end of the battle drived them away from kat space preventing them from returning for some reason.
I think that for the bugs, building a wormhole 4000 years before, would be much more difficult than it would be now to them, if not impossible at the time, so they would came in jump by jump (like confed), a exploratory force perhaps...
This is just something i thought, fell free to say that im wrong...
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Well, its classified... i mean, i could tell you, but then i have to kill you...