If Sai Baba has left his physical body, does that mean he is gone?

No, the idea that Sai Baba is gone is not accepted. According to the teachings in Chapter 43, although his task for the devotees was over and he left the body, he did not perish. Instead, he merged himself into the unmanifest and continues to stay in the hearts of his devotees. He transcended the material state to attain his previous unmanifest form, from where he enjoys his true self and keeps his followers awake. The text posits that a being who was so filled with consciousness and imprinted in the hearts of many cannot be said to have perished.