Why did the Maidens leave?
From Spiders
They're insane, having finally lost it completely.
They're avoiding some danger to heaven.
They've switched allegiances to the Dead.
They've switched allegiances to the Demons.
They're pretending to switch allergiances so as to work against the Dead/Demons.
They're deep undercover, having developed uber-RDs, and are now posing as Deathlords, Demons, Gods, etc.
This is just something they do every few thousand years to reset.
They're used up, and it's time for new Maidens.
An un-noticed trap in the Loom finally went off, and it ate them.
The Pattern Spiders rebelled.
The Unconquered Sun evicted or killed them.
They're testing their underlings' loyalty.
They're fighting among themselves (literally or figuratively), and they took themselves out of reality to avoid giving it splash damage (literally or figuratively).