As many people have pointed out, Nero makes his escape after you defeat him and the lights flicker off for a few moments.

Livia, while unconfirmed to be dead, is inferred to be so by Cid.

Gaius had no exit, was heavily wounded, and was stuck in the exploding Praetorium; him not being dead would be a serious deus ex machina.

Enemy corpses dissolve / disappear partially due to engine limitations. Keeping every dead enemy rendered would crash even the most advanced graphics. It's also a means to keep the heroic fantasy intact; if corpses stuck around after death, it would make players feel bad about theyselves.