Even though Yuki was confused as to where the guardians of the kids which were guiding him were, he didn't ask any questions as he didn't want to bother. Whatever answer they gave him, it wouldn't matter because he wouldn't be able to change it and wouldn't call on Zero to change it either. Whether he knew the fate of the parents/guardians of those kids or not, it didn't matter to him in the least. Whatever event took place had already happened and the past was irreversible. At the end of the day, all that remained were those kids and what they chose to do with their lives. As such, Yuki wouldn't interfere with them once he received what he had wanted.