Well while I'd also love for Phryne to come back, I knew she was going to leave and I knew Nessa was going to pop in, as it was in the description of the show.
The story takes place on an island, where a Fractale System is beginning to collapse. One day, Clain finds an injured girl called Phryne under a cliff. She disappears leaving a pendant. Clain sets out for a journey with the girl-shaped avatar Nessa to look for Phryne and discovers the secret of the Fractale System.
So unless you didn't read the description, it wouldn't have really seemed like a complete turn-around.
Anyways the only character I'm not loving right now is the little blonde-haired girl who keeps chasing after them. I find her to be the biggest annoyance (though people would probably argue with me on that. xD) I still like Nessa a little.