They ran away because the gods didn't give what them what they deserved. One ran away because his father lavished all his affection on a daughter who beat one minor god with the help of three others. The boy had defeated all the other minor gods and Kronos by himself, with the help of two friends. Another one disappeared because the girl of his dreams was "stolen" by his half-brother. And the last one went with the two guys because she had lost everything that made life good for her...
Only Annabeth remembers what the three did to help Olympus. And when the Final Battle approaches, she finds a very suspicious army of Chaos, creator of the Universe...one that might hold answers to where the three went.