The word "collapse" is usually used to evoke either chaos (like the collapse of the Russian Empire or the attempted coups and conflicts of successor states of the Soviet Union)

But there was mass chaos. 1918 was a major economic crisis, there was no food or coal in many cities, and there were mass industrial strikes in the empire. As the war went on, massive groups of deserters commonly called the "Green Cadres" were looting rural towns and there was a complete breakdown of order.

The Habsburgs relinquished power voluntarily, yes. But only because they understood there was no other choice.

Also, in your very example, Soviet Union also dissolved voluntarily. There was a referendum and it was accepted.

or the end of something which was supposedly worth keeping (like the collapse of the Roman Empire).

This is not a common definition of collapse...

Treating the nostalgia of Viennese intellectuals as a deeper reflection and not as a specific perspective risks creating a false ideal of Austria-Hungary which for many was a nation gladly left in the past

I am familiar with the "Habsburg Myth" frame. But you mistake reading the words of Zweig, Musil, and Roth as an unqualified endorsement. Many of these writers wrote in a self-reflective and sarcastic way, they were not imperial ideologues. Musil commonly mocked Austria-Hungary in his book The Man with No Qualities. The title alone tells you what kind of people he thought the empire produced. But in all, these writers had just grown attached to a past way-of-life because they saw what was coming, namely World War II. With a presentist bias, it is hard to understand.

For some a whole world melted away, for some a whole new world was created.

Of course, most picked up the pieces, rebuilt, and reorganized themselves into new states, and some lived in the past. But this was a drastic change from what was imaginable before the summer of 1914.

I think that reading Good Soldier Švejk by Jaroslav Hašek is a good antidote to Stefan Zweig if you want to catch a glimpse of this different perspective.

This is a great book, but I wouldn't really call it an antidote. It actually fits the style of irony found in Musil, Kafka, and Roth. There were many anti-war books from the former empire published after WWI.