Trivia: One of the Mardi Gras parade floats is inspired by The Little Mermaid's King Triton's throne. Jafar from Aladdin is on another float. (01:13:55)
Continuity mistake: Tiana wears a pair of gold earrings during Charlotte's ball. They disappear when she's watching Charlotte dance with the prince and reappear later. (00:23:55)
Other mistake: Charlotte's dad buys a newspaper in the beginning of the film. The same two paragraphs about Prince Naveen are repeated all over the front page, including under the headline 'Annual Goosenhoper State Gumbo Faire Is Smashing Success.' (00:08:45)
Trivia: In the opening scene when Charlotte and Tiana are children, the camera scans Charlotte's bedroom. The tea set on the floor has 'Mrs. Potts & Chip' from "Beauty & the Beast" sitting on a tray. (00:01:25)
Answer: They physically left. Just because we didn't see it happen doesn't mean it didn't happen. It's a montage of their activities after they returned to human form.
LorgSkyegon
I thought as much, but it would have been even better to see a montage of them physically leaving the bayou and planning their church wedding.