Does Sai Baba still help his devotees even though he is no longer in his physical body?

Yes, the text of the Sai Satcharitra provides clear reassurance on this point. In Chapter 48, it is explicitly stated that even after leaving his body and attaining an 'Unmanifest' state, Sai Baba's quality of being a benefactor to his devotees does not end. The author, Hemadpant, writes that the very same actions and blessings that devotees experienced when Sai was in his physical form are still experienced today by those who are devoted to him. His form may have attained formlessness, but his compassionate nature and ability to remove the calamities of those who seek refuge in him remain ever-present.