Yep. They disappear. I would guess that it has to do with saving memory and processing that would otherwise have to keep track of them as objects. (They will park on the Carrier deck, though). I think Elf mentioned once that time limitations prevented implementation of any additional 'AI TAXI' behavior as well.
The other night flying some missions from Blitz's Grassland Safari campaign, I landed just behind 2 Tornados (almost had a midair during my sloppy break too). It was cool to go down the runway with them rolling right in front of me. I turned off on a taxiway so I wouldn't see them vanish into thin air
