The cloud of glory with the voice, caused the
disciples to fall upon the ground in fear. They
didn't look up until "Jesus came and touched
them, and said, Arise, and be not afraid"
Matthew 17:7

Only then did they look up. When they did,
"they saw no man; save Jesus only." The
bright cloud had vanished and Elijah and Moses
were gone. They were alone again with Jesus.