According to the text, why did Sai Baba appear in Shirdi, and what happened when his 'task' was over?

As explained in Chapter 43, Sai Baba appeared in Shirdi for the specific purpose of protecting his devotees, having been 'gathered by the past merits of devotees.' He manifested in a physical form to fulfill this mission. Once this task was considered complete, he chose to leave his body. However, this was not a conventional death. It is described as him burning the body in the fire of Yoga and merging himself into the unmanifest. He now resides in the hearts of his devotees and continues to fill the entire world in his true, powerful form, having become one with Brahman.