Our poor Anima weapons.

[Snat]

From what I understand, the Zodiac Zeta weapon wasn't destroyed or anything, it was just traded in for the Umbral and Astral Nodes... So it is still intact, but as a part of that one lady's collection somewhere... And you also get a replica of the weapon.

But in terms of the story doing it all, with a sentient weapon especially, is kind of cruel.
"I no longer need you, kthxbai, oh and I got this thing that looks like you."

It does actually say that weapon will be destroyed and that the weapon tale will come to an end. The lady does say she will make them out of the Zodiac weapon.