At the end of the episode, when the energy transfer is stopped, the Romulan ship just kind of vanishes... and Data suggests that they must have returned to their own time continuum...
To be sure, Data said that the aliens were gone, and then added that they must have returned to their own time continuum. Picard interjected with saying that the ship was gone, too, but Data need not have referring to that
with his "their own time continuum" bit.
Actually, wouldn't it be a natural Romulan instinct to cloak
if a spell on them was suddenly broken and they found themselves nose to nose with a Federation battleship, complete with explosions going off? That would explain the disappearance rather nicely...