What I prefer to think happened, just for story sake. (spoilers)
My take, or at least what I like to think is that it just a very skillful extreme haunt and that they made it out alive. Mainly just because in my opinion it makes for a much better story. Scare the living hell out of them to the very brink of terror, then engineer a way for them all to eventually get out only to realize the entire blue skeleton crew has vanished into the night, just like that. Haunt over. What now?
They'd still have to wander back to civilization, still in shock, and thinking WTF just happened?
simply killing them all seems like a lazy cop out. Then they are just deranged killers, where the other way seems like they are true professionals who are terrifyingly good a their job.