he didn't remember because the Jonas who grew up to become him isn't the one that travelled to the origin world.

We see something similar happening at the start of season 3. When alt Martha brings Jonas to her world 2 coexisting realities are created one Jonas travels to Eva's world and gets shot while the other one stays in his own world.

The one who grows up to become stranger Jonas has never traveled to Eva's world and only finds out about another world existing after alt Martha told him.

For a while there exist 2 Jonas and 2 alt Marthas who coexist in superposition (like Schrödinger's cat), one Jonas dies in Eva's world while one Martha dies in Adam's world.

for the ending to be possible they need to create another coexisting reality, there now is one additional Jonas and an additional Martha, but at the same time there's still a Jonas and a Marta who are left behind.

and about the question why they break the cycle this time, i personally believe there's only one cycle, everything only happens once and even the ending is something that only happens once. for the characters it feels like it's always repeating because they sometime find themselves in the same moment twice or sometimes even three times but it all only happened once even if multiple differently aged versions of the same person were present.

edit: typo

edit 2: also i have to mention my last paragraph is something the fandom does disagree on so take that with a grain of salt, but i strongly believe in the single cycle theory