September and December were part of the first Observers sent to observe the past prior to the new Observers destroying emotion/love/etc. IMO, they still existed, still visit the past, but since Michael and Walter show up to the scientist in the future, the future Observers never remove emotions. They see that Michael is better than what they were planning on creating.
In watching the finale it was my opinion that Walter and Michael were going back prior to the removal of emotion from the observers. September and December were part of the original 12 observers to time travel, not the original 12 observers created prior to emotions being removed. This is why I believe they would no longer exist.
Actually I just remembered that December told Donald that if he was successful they would no longer exist.