Yea so I have a theory cause I can't remember if it's ever been explained. So when it comes to the spirits, they bind themselves to a mage who they deem worthy of their power. We've seen this happen with both Yuno and especially Fugeolleon, where before him Salamander was bound with the Elf version of Fauna. But when their host, dies or is on the verge of death, they start to disappear as we saw with Belle. My theory is that in order for them to "stay" in the human world, they need to be bound to someone, otherwise they'll leave go to whatever BC's equivalent of a spirit world is; regardless of what each spirit's personal feelings might be.