Tidus is essentially a fragment of a giant Aeon (said Aeon being the so-called "Dream" Zanarkand, which is believed to be floating off the coast of Spira somewhere, and has been for a thousand years). The massive fayth wall near Gagazet is the fayth to summon that Aeon. Yu Yevon is the summoner performing the summoning calling that Aeon. When Yu Yevon dies, the Aeon, including Tidus, vanishes. What exactly is so hard to understand?
It's like someone killing Yuna. Whatever Aeon she was summoning at the time, Ifrit, for example, would go away as well. No summoner, no Aeon.
Now, why the fayth lost their power and shutdown is a worthwhile question, but unrelated to why Tidus disappeared.
