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So basically this happens during episode 6 of Mermaid Melody Pure right after she jumps into the ocean crying because Kaito gave his pendant to Mikaru. Lucia can't take the pain of Kaito forgetting her and giving his pendant to Mikaru and she jumps into the ocean. She stays there for awhile before deciding that she wants to go back home to the North Pacific Ocean. She goes back to Pearl Piari to tell Hippo and everyone she's going home and yeah let's go from there.