Social structures emerge as a result of individuals managing a variety of different of social relationships. Societies can be represented as highly structured dynamic multiplex networks. Here we study the dynamical origins of the specific community structures of a large-scale social multiplex network of a human society that interacts in a virtual world of a massive multiplayer online game. There we find substantial differences in the community structures of different social actions, represented by the various network layers in the multiplex. Community size distributions are either similar to a power-law or appear to be centered around a size of 50 individuals. To understand these observations we propose a voter model that is built around the principle of triadic closure. It explicitly models the co-evolution of node- and link-dynamics across different layers of the multiplex. Depending on link- and node fluctuation rates, the model exhibits an anomalous shattered fragmentation transition, where one layer fragments from one large component into many small components. The observed community size distributions are in good agreement with the predicted fragmentation in the model. We show that the empirical pairwise similarities of network layers, in terms of link overlap and degree correlations, practically coincide with the model. This suggests that several detailed features of the fragmentation in societies can be traced back to the triadic closure processes.