After Wang Liu Mei took in the GN Drive from [Kshatriya Gundam], she headed to the location where the Strike Pack was hidden.
She handed the still-unconscious Tieria and Alleluia, along with both GN Drives, over to Ian.
She had him take those GN Drives to Celestial Being's secret manufacturing factory in space for "proper handling."
As for why Alleluia had to be taken along rather than left to spend five helpless years in a [Human Reform Alliance] prison—
There was simply no need for that anymore.
Besides, in the plot of [Mobile Suit Gundam 00 2],
Even after he was rescued, he had remained out of form in battle due to both physical and mental issues.
It was not until the [Mobile Suit Gundam 00 Movie Version: A Wakening of the Trailblazer] arc that he regained his usual combat ability.
And now that Thor, a butterfly effect, had appeared, there was even less reason to lock him up for five years and increase the risk of exposing himself.
More importantly, Thor had worked so hard to climb to the Major General Rank, and his current identity was still unknown. Losing all that just to imprison one Alleluia would have been far too wasteful.
After all, there was no way prisons and research facilities lacked things like truth serum.
Mileina, who had lost faith in Celestial Being, was unwilling to follow Ian, Tieria, and the others to Celestial Being's secret manufacturing factory.
So she followed Wang Liu Mei instead, preparing to return to Earth and live in seclusion.
As for Setsuna, after waking up in the cockpit, he immediately grabbed the head of [Exia Gundam], which was floating nearby and had already lost one eye.
Then he flew into the depths of space to a "Celestial Being safe house," secretly