At the end of XIII-2, Noel and Serah officially resolved every paradox, and corrected the timeline(despite the fact that every one remembers how the timeline was corrupted and if it really was resolved, it should've gone back to how it was in XIII, but its time travel, which is always confusing), but Lightning didn't return to the real world. Why not? I mean the real reason(at least at the beginning) Serah even started this Journey and (Spoiler Alert)risking her life in the end to complete it, was to correct the paradoxes and bring Lightning back to the real world. Noel and Serah were even expecting Lightning to be back after Caius stabbed himself, so what went wrong?

 

My guess is that because Etro died and the time was destroyed, that is what screwed it all up. But im still not completely sure that's the real reason.

Actually because Lightning was crystalized at the same moment when the the time was destroyed because of Etro's death....Note:This details are in the DLC:Requiem of the Goddess 

 

Which I recommend you see on youtube instead of buying it

It's because of Etro's death, so Lightning chose to replace her in the throne (which is explained in the dlc)

I know Lightning Crystallized herself(i've seen the DLC and ive had it for quite sometime), but i didn't know that she replaced Etro as the goddess??? I am so confused, i thought Lightning only Crystallized herself to survive time being destroyed and preserving Serah's memory, not to replace Etro as a goddess. But ok then, now it makes more sense.

 

I still don't see how Lightning could ever think she could replace Etro though.