User blog comment:Miskos3/Fairy Tail 538: When the Flame Goes Out, Review/@comment-24053170-20170603054652/@comment-7418318-20170604181547

I just noticed something: Natsu's scarf isn't there on the street. I can imagine that the rest of his cloth might disappear with him, since they aren't important, but I really can't imagine that scarf made out of Dragon Scales disappearing as well, especially not since we've already seen it resist Zeref's magic.

Maybe he just dived into one of the houses to grab a bit of grub or a burnign torch (for the same reason) and will pop out again the moment he hear's Lucy's sceam.