I have a theory, and I understand that it could be easily disproven.
So, my idea is that Charmy and Stella ran away to keep Ozaki safe due to her amnesia. I would like to believe that the three were incredibly close before Ozaki lost her memory, and her losing her memory just pulled them closer together.
And, potentially Ozaki was shunted due to this and thus the other two decided to go with her to keep her safe.
Although, they did say that they all lost their place to belong, but until stated otherwise I will think that my version is what happened.
Because I cannot handle tragedy.