The walk scene is metaphorical and symbolic. It's not explained in the game how those three escaped the sundering. That's answered in a Q&A session during one of the live Letters after 6.0 came out. Blasphemies still popped up after we defeated the Endsinger. Heck there's still a few Sin eaters floating around on the 1st. It's how those things work and again that walk wasn't a one for one shot of how everything went down.