People are idiots. There were towns in this game, just not any that you went around and shopped in. They were fricking fugitives for 99% of the game's story line. They were hated and feared and if they walked into some guy's weapon shop they'd have been shot on site. Not like their faces weren't plastered over their "TVs" or anything. Storywise it didn't make sense to have shoppable towns. However, they were in several towns. Nautilus, Palumpolum, Eden, etc. OMG we can't shop and buy stuff whatever will we do?!
Basically, Remember Fang had let herself change physically into the manifestation of something else. She had let go to her focus and been "rewarded" for it. Vanille wasn't Ragnarock the first time. Fang had become it herself. Vanille hadn't completed any sort of mental transition the first time around. The group's mark's changed when they confronted the end of their road. When they had, like Fang, come to a mental crossroads that allowed them to fulfill their duty as l'Cie.
This is of course one option..
The other is that the "smoke & mirrors" wasn't really smoke and mirrors at all and Fang's mark was changed by the maker's intervention 500 years ago. The group actually may have changed and the Maker intervenes and their marks are changed in the process. Just another theory, but since we tossing them out there.
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On another note... I loved the ending, it was quite wonderful as I have said. However, the worst part of the ending is the fact that there is no way of replaying any of the Cutscenes in the game. Why SE? Why? Was it too difficult to add some mission that allows us to revisit our "memories"? It would have been easy and fit into the Cieth Stone mission concept.
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