No, I'm sure that's true — it's got something to do with the way timelines work here. No one seems to remember being here when they leave, and no one remembers anyone disappearing in their world. There's a theory going about that we're all copies of our original selves, which is really interesting when you get down to it, if you don't mind the personal crisis.
It's a bit like a little pocket of existence all on its own, and once you've been here a while it starts to make sense.