That's right, Mamoru died and DID NOT COME BACK because they're setting up for the next musical... Chibiusa's not gone because this is before the anime Sailor Stars came out which is where the writers dug themselves into hole and later caused the musicals to do the same thing. So, in this version of the series Chibiusa still exists. Like how she does in the manga after Mamoru died... though in a few musicals due to the writers of Sailor Stars, Chibiusa doesn't even make a single appearance in the last two musicals of the First Stage because of Mamoru.
The next musical of course is:
"Sailor Moon SuperS - Yume Senshi - Ai - Eien ni... (Kaiteiban) - Saturn Fukkatsu Hen!"
or... "Sailor Moon SuperS - Dream Soldiers - Love - Into Eternity... (Revision) - The Saturn Revival Chapter"
The musicals LOVE to do this. The original versions often leave some openness to get people to come see the winter show. The next musical is basically the same plot with an extended ending... now including Queen Nehellenia and revealing just who Miss Dream / Shoujo no Nazo is...