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The problem arises because, if you don't give the hero the cloak before cursing the city, then when you reach the last city that cannot be cursed after Cyrus descends and the titans appear, you shouldn't immediately enter the city from which he escaped; otherwise, the titans will disappear, and this bug will appear, which cannot be overcome without patches. Therefore, it seems that they need to be eliminated first and then occupy the last city, but it's better to start over or be extremely careful when transferring the cloak if there are no saves. I struggled with this for 2 days before I figured it out! I chose to use saves, fortunately, I had heard about this bug.