But aren't they saved? It is without doubt that it resides on the new timeline. The researchers themselves in Chronopolis say it: 'this very facility resides on the new timeline' or something to that effect.
That you fight at the end of CC is not Lavos. That is the defeated Lavos. The old dimension, the evil future, was like a strand of time that was severed. If you imagine time as a thread of infinite coils, and that each change in time splits it into two (equally infinite strands), this makes it somewhat easier to visualize. By whatever sorcery it contained, the time travel not only split time, it cut it off so that nothing of the old future remained within the temporal plane; this lost time was therefore condemned to the Tesseract - this lost time which contained the arisen and powerful Lavos. Now, if he is defeated in another dimension (his pocket dimension), effectively erasing him from existance (though, come to think of it, it cannot destroy him through all times; in that case he would never live to destroy the Reptites, and humanity would have fallen ere it began) for the important times, at least. This seems to contradict, I suppose, with the computers in Chronopolis that seem to show, in the future, the discovery of Lavos under the surface. It may be that this was old data from before the Seven defeated the Demon, but I cannot think how else to rationalize that away at the moment (help, here?) The Time Devourer itself, however, is easier to explain: that is the very Lavos that resided atop Death Peak in the ruined future, merged with Schala (as I think we all know.) When his time was erased, he was sent into the Tesseract, the shadow of the evil that was to be. But he was so mighty that he was able to interact with things, and with the world, even from there. A pesky critter to get rid of, indeed - even erasing him from time isn't enough!