Because Lightning Returns isn't about Serah, it's about the end of the world. The final 13 days, and how Lightning saves it.
Lightning didn't die lol otherwise she wouldn't be alive in LR, in the true ending for FFXIII-2 she just crystalised herself on Etro's throne. she woke up 500 years later when the world was ending that's how LR came to be.
Thanks :V