The pantheon members from Vrelenia got their turn to return to their homeland, accompanied by Elysia. Still, it didn't mean everyone wanted to bid their farewell or meet with people they would leave behind.
Yuuki, Morfina, Yaereene, and Lyla refused to see their family or acquaintances for personal reasons. Yuuki had cut all ties with any strings to this world; Morfina was reluctant to see her disgraceful family members who sold her off; Yae literally condemned her village for similar reasons to Morfina, and as for Lyla... she didn't want to see anyone since she was close to nobody in this world.
Therefore, they took advantage of their respective turn and opportunities for private quality time with their master.
"Are you sure you don't want to meet anyone?" Elysia put her hand on Lyla's tiny shoulder.