Board Thread:Lore Discussion/@comment-7153552-20130314192539/@comment-8711727-20130802190312

The loading screen says "vanished".

The Dwemer ghosts may be spirits from the dead on the war aganist the Chimer, or shades with enough power to reproduce themselves in the mortal plane, like Arniel, not a ghost but a shade...

Also, there's possible that when they touched the Hearth, they DID kmake themselves immortal, and they may be happily enjoying immortallity now...