We go to Olympus Colosseum, and I somehow make an Ayn Rand joke...
To fill out what was left out of this series, after we finish up in this world, we return later to participate in more tournaments and eventually kick the crap out of Hades. Later, Sephiroth appears, but that's not canon. We don't come back here, so I might as well get it out of the way for completion's sake.
My "Ayn Rand's Parasites" comment might seem completely out of left field, but it's more fitting than I'd like it to be. Frankly, the companion AI is stupid. Most players will start off by removing every item from their allies' inventories because they'll likely waste them in a stupid way.
Or at least, they might if they don't spend of most of a given boss fight knocked out. By and large, the player (as Sora) will be doing all of the work. On top of that, your party is unable to deliver a finishing blow. The fatal hit *must* come from Sora, or the boss will keep attacking.
So while it's nice to have party members, you'll rarely think about them.