Board Thread:Fun and Games/@comment-26116279-20150221232012/@comment-25672535-20150225145834

Thorin Stonehelm wrote: Maybe or they were killed by Sauron's servants. It does state that all of the Istari came to middle earth to fight sauron but they may have been given some other mission by Orome since they were mentioned as being related to him.

They were Orome servants, and if they were killed their spirits would have returned to eru illuvarar or to aman.