So, I'm walking around the Grazelands, going to and from the Zainab Camp and keep encountering Golden Saints and Winged Twilight's out in the open.

Not really surprised to see those inside Daedric ruins, but seems odd for them to be inhabiting the open fields of the Grazelands....

On the one hand, grab some grand soul gems and reap the bountiful harvest...on the other hand, they really just seem out of place and I was wondering if there's something borked about my game....

It happens at higher levels; nothing wrong with your game.

Most "civilized" areas have caps on the level of creatures that spawn, but the Grazelands, the Molag Amur region, the islands of the Sheogorad region, and a few other areas don't.

Nope. your game is fine. actually grazeland is a good place for soul harvesting after level 20 with winged twulights a golden saints free to pick up

Kind of figured something like that...

Now if I can just find more grand soul gems....

I do feel sorry for the Ashlanders that live in that region though....

Don't know if you want the spoilers here in General Discussion, but there are a couple of places to get such gems, both in the basic game and the expansions.

Aryon set up in Vos for a reason.

Perhaps they're leftovers from a Telvanni experiment gone horribly right wrong.

Is that insider speculation or superior lore knowledge?

Well it isn't a fact, but Aryon obviously did set up in Vos for SOME reason; so the second sentence included a "perhaps" for the very reason that it was speculative. But from a knowledgeable standpoint.