Gilgamesh “stays” after Fate/Zero because, in the Fate franchise, being a Servant is tied to the rules of the Grail and summoning system, and different routes or spin-offs can bring him back in later wars rather than continuing from a single uninterrupted life. In other words, Fate/Zero does not permanently remove him from the setting.

What happens to him

  • In Fate/Zero , Gilgamesh is summoned as Archer in the Fourth Holy Grail War.
  • At the end of that war, he remains in the world through the Grail’s aftermath rather than disappearing in the usual way, which lets him appear later in the franchise.
  • He is then seen again in Fate/stay night and related works because the series often uses different timelines and continuities.

The simple version

The short answer is: he survives the events of Fate/Zero in the story’s continuity, and the franchise later shows him again through those same continuity rules.

Why this feels confusing

The Fate series is notorious for overlapping timelines, alternate routes, and spin-offs, so a character “being after” one series does not always mean a direct sequel in the normal sense. That is why Gilgamesh can be both a Fate/Zero character and still show up afterward in other Fate stories.

TL;DR: Gilgamesh doesn’t “stay” because he escaped some special ending; he’s still part of the Fate setting after Fate/Zero , and later stories bring him back through the franchise’s timeline and summoning rules.