Excellent question! This was originally answered in the "what happened to the colons?" thread, about right here: https://www.cavestory.org/forums/threads/what-happened-to-the-colons.4806/page-2#post-168379
This answer was gotten by Pyroaid contacting Pixel and asking. Due to backlash for this move, he took his post down. Some months later, I sent him a message on his profile asking what it was, but he appears to have deleted that message. The response from Pixel was something along the lines of "They were flown to somewhere in Misery". It was either those exact words, or almost exactly those words. I remember the phrase "flown" and "in Misery", and I remember it not being grammatically perfect. But basically it was implying that they didn't die, and it had to do with Misery taking them somewhere.
This answer was gotten by Pyroaid contacting Pixel and asking. Due to backlash for this move, he took his post down. Some months later, I sent him a message on his profile asking what it was, but he appears to have deleted that message. The response from Pixel was something along the lines of "They were flown to somewhere in Misery". It was either those exact words, or almost exactly those words. I remember the phrase "flown" and "in Misery", and I remember it not being grammatically perfect. But basically it was implying that they didn't die, and it had to do with Misery taking them somewhere.