Unrelated MSQ answer
Zero dropped Golbez' Memoria crystal into the newly-formed Zeromus' cloud during her ineffective attack on it back in the ending of 6.4, and in 6.5 2/3 of the Lunar Subterrane is actually walking through his memories. It can be deduced that the crystal broke apart and Golbez (or at least his memories / aether) was subsumed into Zeromus, or his aether was just free-floating down there until we walked through said memories. The latter seems... less likely to me, but who knows.