That's what they were asking! They'd looked absolutely everywhere. "This is dumb!" they said. "How does the moon just disappear out of nowhere?!"

The sun began to set. They heard a forlorn 'pya buru pyaaaauuuuuuuu' and saw . . . Mikage floating up to the sky from the beach, his belly glowing brightly. He'd eaten the moon after all; they just hadn't been able to tell during the daytime. Mystery solved!

Of course then they had to figure out how to get him down and the moon back out of his stomach, but that's another story!