Disclaimer: this is based on an incomplete viewing of the series, so some of this may have already been Jossed.
- As it would appear to be by the appearance of the space goddess to rescue GoLion in episode 40.
Furthermore, It's clear that The Great Old Ones had access to alternate universes, as evidenced by the fact that apparently Blaine at some point serviced a stop at or near The Dark Tower AND the fact that the drum solo from Velcro Fly can still be heard many thousands of years after their seeming demise.
Oh, and Golion can separate into five Lions and one of the beam guardians just so happens to be a Lion.
Let's see things from the Golion Perspective: no one knows who built this thing or where it came from, and was punlished by a Goddess of the Universe for being arrogant and violent.
In Voltron: Legendary Defender we learn that Voltron is built out of metal from a trans-reality comet and thus can travel to other universes. As VLD is a newer incarnation of Golion, perhaps the ability to travel to other universes only became active in the universe of VLD. Perhaps the Great Old Ones launched Golion into another level of the tower by mistake during their war, and the universe we see it active in the Anime/Golion series is the level of the tower it was accidentally sent to.