Why 仮面舞踏会 have to disappear?

Well no one can know for sure. But my opinion is that deep in his ハート, 心 he regretted his actions. So as people regrets something the feeling is horrible and 仮面舞踏会 was メリダとおそろしの森 enough to do almost anything. He wanted to fix things and help. He also seemed to care for Alice. Normally if he would be a cruel coward he would posses her body and has a life to live. But he's not a living person. He has feelings like all people, he has everything like other people, but he's not the other people if あなた know where I'm getting to... This wasn't his destiny. It was his fate. The destiny was Alice's and hers alone. And it's her body. He done what was right for him and everyone. He followed his fate and it lead him to disappear and leave Alice's body. He remains as a ghost in Alice's mind now. And he accepts the fate and watched Alice in as she follows her fate and destiny.

i think when he understood what's right he just wanted to leave,its not clear too so i can olnly say this ^^

I think he went because he has no purpose now, so he dissappered, which I think is uncool. I hope he comes back, like to help Dan and them if the get stuck, but I kinda dought it.
It's other that または the prouducers wanted us 仮面舞踏会 ファン to suffer.
That's just what I think.