I have a question that has probably already been answered, The Way of Kings paperback edition page 788, Kabsal is talking to Shallan in the library about the voidbringers, he says
"Everything has its opposite, Shallan. The Almighty is a force of good. To balance his goodness, the cosmere needed the Voidbringers as his opposite."
Sorry, I don't know how to do quotes. But my questions are, Shallan never questioned the cosmere, and it is mentioned soon after in their conversation and again she doesn't question it. Could Roshar be more advanced and know there are other worlds. Also, in one of Dalinar's visions he is shown lights in the sky going out, being told (it's not just about us).