That was just Japan being its own self-insert again; pay no mind.
Also, Cosma? If you mean Sheba, it's pretty obviously hinted that she fell off of the land of the Anemos, which is floating about after leaving that giant crater near Contigo. WTF happened to Alex is a good question, considering he and Jenna were my favorite characters in the game.
*looks up the English name of Cosma* Yeah, I do mean Sheba...
Well, how about that: Why she fell down? Was is an accident or did they threw her out?
I haven't played Golden Sun: The Lost Age for a while, so I don't know the exact content of this scene anymore...