Well they aren't so much as gone according to the in game concensus (although none of these theories about the Dwemer are proven in game) but rather they no longer exist in the same dimension or level of existence. This being the case however, why are there Dwemer spectres? If they didn't die, how can there be ghosts (or piles of ash under Mournhold. But I do agree, it would be a cheap plot development to bring them back in future TES, so no cloning Yagrum!
The ash piles were caused by their disaperance as they're all caught in the act. Not expecting to transcend their mortal coil. The ghosts can be assumed dead from before their disappearance.
The theory is confirmed in game, although not with so many words. During Trebonius qeusts to find out what happened to the Dwarves you'll speak to Baladas who'll say the following:
"During the Dawn Era they researched the death of the Earth Bones, what we call now the laws of nature, dissecting the process of the sacred willing itself into the profane. I believe their mechanists and tonal architects discovered systematic regression techniques to perform the reverse -- that is, to create the sacred from the deaths of the profane."
The Dwemer researched the transformation of the gods into mortals and the mortal world, they found away to reverse the transformation, to make a god of mortals. They became the Numidium, the Brass God of the Dwemer.
That was the short explanation.
The Dwemer also denied both phenomena and noumena, not only rejecting the world as it apeared to them but the concepts that they had for it in mind. They knew universe did not actually exist and tried to transcend it! This disbelieve of reallity and the power to control it with this knowledge, is a theme that can also be found in the other esoteric parts of lore.
The disappearance of the Dwemer did connects to allot of powerful themes and attributes to their marvel. Bringing them back would destroy their greatest aspect, the very fact that they are gone.