How is Prospero able to join the going-away gathering for Roehm in Tyr when he cannot leave the walls of Volksville?
Two possibilities:
1) It is an astral projection (i.e., magical hologram) of Prospero.
2) It was the Necromancer who cursed Prospero after his... dalliances. Once Roehm was used to destroy her (oops: spoiler!), her curse over Prospero was lifted. Thus, he was able to join the people of Krasna in Tyr.
...And if Roehm chooses NOT to perform the Necromancer side-quest before the game's end? Then see #1 above.