User blog comment:FairyRaven/Fairy Tail Chapter 337: The Golden Plains, Review and Commentary/@comment-60.53.102.237-20130703114213/@comment-1359322-20130704150757

The gate is connected to the 2 futures that's why the Future Lucy & Future Rogue disappeared, it's like Lucy explained "In other words if the gate is destroyed now, we can alter the future to one that is bound to that one event.", meaning the 2 futures might have combined into one. Well since Future Lucy's future can't happen due to the Dragons' absence so it was removed from the timeline and everyone from that future went to some afterlife or something.