Ephemeral means short-lived or lasting for a brief time. In the case of spring flowering ephemerals, the latter definition is more appropriate, since the plants don't die, they just go dormant - quickly.
Spring ephemerals usually put in an appearance as soon as the weather hints at warmth and disappear when it segues into heat. In that brief period, they manage to leaf out, bloom, spread out a bit, go to seed and generally delight. You'd need a rest, too, if you were that efficient.
Unlike so many other garden residents that die back in fall, they go summer dormant. The top growth may disappear completely, but the roots are still fine and they appreciate the cooling cover of later plants that fill in the spaces they leave empty.
Many a novice gardener panics when these plants start to decline. I know I did. It does take a lot of faith to believe they are coming back, but they usually do. I say usually, because I have had a few peter out. Let's just say they are gone missing and presumed dead. Hopefully yours will have re-seeded elsewhere, but sometimes conditions just aren't right for them to continue where they were planted.
On the other hand, some of these plants may just surprise you and stick around all season. In cool or damp summers, the leaves of plants like twinleaf and celandine poppy continue growing. The celandine poppies may even bloom again sporadically.
The natural habitat for most spring ephemerals is a woodland, particularly damp areas like stream banks. They come out about the time insects return and provide a food source for them, when little else is available. It's a symbiotic relationship, since these insects pollinate the flowers and help spread the seeds. Skunk cabbage (Symplocarpus foetidus) may be no one's favorite spring ephemeral, but it has the ability to generate enough heat inside its flowers to raise the temperature 5 degrees F. , melting nearby snow and warming and sending its rotten meat smell out to lure unsuspecting flies, desperate for a meal. There's no meat for the flies, but their visits are enough to ensure pollination for the plants.