Call it past experience with television shows. We frequently see characters apparently killed, with no reference in the denouement to a missing body or whatever device, only to have said character return. It's a matter of artistic license I suppose, with the director having a variety of ways to choose how to handle the matter.
There's no guarantee at all that he will be back, Yet so many times when we don't see a body or iron-clad proof of the character being killed, we see the return of said character some time later.
Yeah, my past experience is that they usually make a comment about the body not being found with the hero making some kind of "dammit!" reaction. These people were way too happy.
As for Marsters character's motivation, I'll have to watch it again but I thought it was all about getting his brother back. Once that became impossible, he was trying to leave the island. What more is there for him? revenge? then why leave?