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Originally Posted by Kanon
Frontier: Yes, Artoria was a special case due to the fact she became a heroic spirit while she was still alive. That allowed her to retain memories of her summoning. Also came with drawbacks like being unable to take a spirit form.
Besides her, servants summoned in Fuyuki's HGW are just copies from the Throne of Heroes. When they die, they don't go back to the Throne, they just disappear. No clue how it works in F/GO. I don't remember the reason Jeanne was able to retain her memories and escape the Throne in Apocrypha either (being Ruler?).
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That's not entirely accurate. When a Servant disappears in a Grail War, the memories and experiences do go back to the one on the Throne, but they don't carry over into new copies. The Heroic Spirit will remember everything, but Servants only have the memories handpicked by the Throne when they're summoned.
The Jeanne who left the Throne to go to Seig wasn't a Servant, it was the actual Heroic Spirit Jeanne D'arc. Meaning the origin of every summonable version of her. Time shenanigans mean she can still be summoned (the Throne is outside of time) but technically Jeanne leaves the Throne of Heroes following Apocrypha.
FGO uses a different system than the Grail Wars (it's one hell of a lot stronger for starters) and actually pulls in at least a portion of the Heroic Spirit itself into a specialized container. They leave the Throne to come assist you, which is why they leave at the end of part one but can come back whenever, retaining all memory of the protagonist and their adventures.