LMAO is that Frieren looking up meme?
And Shirou is called a noble lady??
Now onto the story, as what others said, understandable that the party disbanded.
Cecily uphold her knight oath, a knight cannot serve two masters on same time. Rouge uphold her bond with Cecily and honestly, she is truly a BRO. Miina on other hand should stay with Shirou, WTF DUDE you practically throwing away the weakest member of your party alone, practically sentenced her to death.
Now personal complaint, Cecily died once and Shirou revived her. By this factor, Cecily should not leave as she OWE Shirou for her life, she should serve Shirou as HIS KNIGHT until Shirou tell her that her service is no longer needed.
Not the worse plot, but also not a good plot for writing their character.