I didn't say they have to come back to their world. I mean they come from different worlds, different times, different dimensions right? If they fall in love, and married and have children blah blah blah , the future ( or that past) would be changed. Who knows? Maybe Fye's Kurogane's son or brother or something like that. Yuuko has said everything in this world was tied together. It must be a connection between them when they were suddenly thrown to other world together...
I understand you better now. However, I don't think the past or future would necessarily be changed if they got together, since we don't know the past or future of their worlds, it's entirely possible that Kurogane and Fai were "fated" to leave their worlds and meet. In fact, according to Yuuko's hitsuzen, that would have to be the case. If it were not meant to happen in their country's history or whatnot, it wouldn't have happened. Unlike the time change in Shura/Shara, Kurogane and Fai's departures were caused entirely by factors from within their own worlds, and there's no reason that things would have gone differently.
Kurogane and Fai's countries are very different, so I don't think they could be related closely even if the two countries actually existed in the same world. If a problem like that did come up, it would be a HUGE twist. It could possibly be true, but isn't hinted by anything in canon, so I don't think it stops KuroFai from being a canon couple.