Alrein was surprised that the doomed universe where he was born had been the first one created by the Gods.
By the time Alrein was born, things like immortals and Gods were already things in the domain of fantasy on his world; there wasn't any trace of them at all.
Of course, countless years passed from the time the universe started to decay until Alrein's era, so it wasn't strange that there weren't proofs of such strong living beings living there in the past.
Moreover, Alrein's planet had always been one mainly habited for mortals even before the decay, so the number of immortals that appeared there in the past wasn't high at all, and they left the planet quite quickly since that planet wasn't the best for their practice.
However, it was also due to being a planet without almost traces of immortals that the decay affected it less and managed to become the last planet.