I was under the impression that Ramza and Alma were not dead in the end (which makes me wonder about the others, such as Mustadio, Agrias, and Orlandu).

Olan sees them riding off into the forest at their "grave site". It would be in ramzas best interest to be thought dead, considering he knew what really happened during the course of the game and that knowledge would be dangerous.

Or were they simply something akin to spirits at the end?