Gilgamesh

[Roogle]

But, he disappears into an unknown abyss. It is analogous to a cartoon villain that falls off a cliff into the ravine.

That's not his last appearance in the game. In the battle against Necrophobia, he says his good-byes to Butz and company, then blows himself up and dies.

Oh, that is correct. I always thought that the developers were using the cameos as a recurring theme because that particular villain was thrown into a dimensional rift leaving room for all sorts of misadventures.

FFVIII suggests that Gilgamesh lingered in the Void somehow... do we know if his cameo in that game is considered canonical? Does it even matter?

You can argue that the developers justify his numerous cameos by saying that a dimensional rift ignores time and space, so you can look at it like that — but, I do not think it matters in the long run.