we did go back to our world in the end. but the story mentioned how we just going back temporarily to greet the queen and send back everyone else who want to go home, post-ending we back to the home base at mirror world as the girl mention "we still going on trip on this world" or something close, i forgot that bit.
i mean, the reason we ended up in the mirror world to begin with is collaboration work between Valak and Mirage, trying to save succubus from Wonderland from Demon attempt of destroying it and usurp Valak as the world creator, so of course after everything is done we can go back home, it's just temporary refugee area
but anyway we actually can go back and forth between the world (no, you can't go to wonderland and play, only lorewise)