The current thinking (in the Masser Project, and for all I know the TES Lore community on the whole) is that travelling from the surface of Nirn through the Void and to another planetary body doesn't actually have much to do with the physical traversal of distance so much as a transformation from one dimension to another.
So first let's get some basics out of the way.
Nirn, Masser, Secunda, and every other "planet" in the Mundian "galaxy" are not great big physical balls of stuff separated by great distances, but rather planes of existence, of dimensions. The difference between Nirn and Masser is similar to the difference between Nirn and the Deadlands, Mehrunes Dagon's plane of Oblivion.
This means that every plane of existence in the Aurbis is technically infinite in size and can actually be thought to occupy the same physical four-dimensional space. Moving from the Deadlands to Nirn can actually involve little to no physical movement, but rather the "re-attunement" of magical energies.
But this is so difficult for a mortal on Nirn to perceive that their minds instead interpret that they choose instead to create an illusion of physical distance.
When Imperial Mothships leave Masser or Secunda and return to Nirn they can be observed growing in physical size. This may be because there are perceptive differences in the physical size of existence on the two planes, and a re-alignment must be made upon arrival from one to the other.
An amount of magical energy is required in order to make these dimensional transformations, and the more "removed" the plane, the more magic is required. Since Nirn is so closely related, in the dimensional sense, to Masser and Secunda (as the moons are the corpse of Lorkhan, who first conceived of the Mundus concept), the two moons appear closer than the other planes, like Mara and Kynareth.
If this post is at all confusing, and I'm sure it is, I'd recommend http://www.imperial-library.info/~crodo/teaser/cosmologyfaq.html, which is much better written.