Why did Sai Baba appear in Shirdi, and what is his state after leaving his physical form?

According to the provided text, Sai Baba appeared in Shirdi specifically for the sake of his devotees' protection and welfare. His manifestation was a result of the accumulated past merits of his followers. Once his task for the devotees was considered complete, he chose to leave his body. Chapter 43 explains that this was not an end but a transition. He merged back into his previous unmanifest state, becoming one with Brahman. However, he continues to be present, filling the entire moving and non-moving world in his true form. He enjoys the state of his true self and always keeps his devotees awake, proving his influence continues even today.