^Well, by the looks of it, they were probably sucked into that shard that stabbed Cruz.
But more important than that is how the hell they will manage to escape from there when Saten already commented that with the door broken there's no way of return.
I also remembered Arclight's body is reinforced with metal too, and yet he can use Doppelganger. I guess the absortion of the remains of the Second Christ had something to do.
Of course, the high quality Needless has is proved mainly because each development or detail, even the seemingly minor ones, is more or less relevant in the plot. Therefore it should be obvious there's much more for Cruz and Saten to do inside the brand new memories than just travelling around
The question that remains is the following. Were they sucked into the totality of Blade's scattered memories or just inside that one single shard? To me and looking at Saten's reaction, is the later.