Yeah, they state that pretty explicitly. Comstock sends Fink to sabotage the machine they use to open tears because they're the only two who know that Anna isn't really Comstock's daughter. They die while operating the machinery, but now they exist across all of space time, making them basically gods. The entire game takes place because they're trying to settle the score and, I guess, help out Elizabeth. Since taking action would **** everything up, they send Booker in their place. He's the Gordon to their G-Man.