There's some extreme artistic license going on here. Mercury's orbit is 35 million miles from the sun roughly, which ought to mean that the sun is about 2.5 times bigger in the sky than it is from earth. (In Destiny 2 it's about ten gazillion times bigger!) The surface temperature of mercury is about 800 degrees (Fahrenheit) which is more than four times the boiling point of water. Osiris' eyes should have boiled right out of their sockets the moment he set foot on the planet, given his propensity for wearing an open faced helmet. The diameter of Mercury is roughly the same as the distance between New York and San Francisco. In planetary terms, it's tiny and super light. For sure, it doesn't have enough mass to maintain an atmosphere. So, you're right. Wandering around the surface of Mercury should be similar to running across the deck of the Almighty. But whilst running around Mercury you would expect to be in a 0.38 g environment, running across the deck of the Almighty should have been a zero g experience. On the flip side, Nessus is much too far away from the sun to experience "day light" and certainly doesn't get enough of the ol' infrared to support life. Ergo, space magic! :)