I more took it as just something symbolic that Nael himself had 'fallen'. Or alternatively it could just be for show and mean nothing at all. I did actually think about this today, and thought may in 2.0 they could show where it fell and have a memorial or something for those that died between 1.0 and 2.0. Perhaps newer players could get a cutscene where touching the memorial showed a brief overview of what happened up on the battlefield or something.
Perhaps dalamud falling could end up being something to do with Nael's 'will', considering he was absorbed into the moon after he supposedly died (sort of expecting him to return as ultima/omega weapon or whatever that concept art was, in 2.0)