I havn't been in T5 yet so I havn't seen the dialogue if Alisaie says anything...but don't forget Bahamut is the Elder Primal. Just because his body is torn to pieces does not mean he's dead. There was also the loud roar of Bahamut heard across Eorzea as the main story came to an end (I'm assuming it was him, not sure what else would make that kind of sound).