Umm, I'm not sure but that's what the three Velvet Room assistants and Zen told us.

[ granted, she left before she actually saw them leave but they must have left, right? they couldn't have stayed in that world anymore unless they wanted to be erased from history. ]

But Leader and Vice Leader are now here and I don't see their friends so maybe they did go home? And then Leader and Vice Leader came here by themselves.