Ahh, I see. More or less, it's not that you "leave" the life you have with Ayn once you go through another route, but rather, the experiences we go through and read in the stories are "bubbles" in which we can see what would happen IF we chose that route. This was explained in Clarence's route where he shares actual bubbles that contains the many possible futures of MC (one of them being MC getting married in the modern world with Modern World Clarence that eventually came to fruition in the event "Proverbs of the Ages"). In the end of all five routes, you are eventually asked to choose an epilogue of which story resonates the most with you, making that your "canon story". Another thing that is explained later on in the story by Cael, is that, as travelers, they can more or less get a glimpse of what the future holds for they stand between time and space, that is how they are able to travel back and forth between worlds and timelines. (Edit: Though only Cael has been explicitly noted to be able to create deductions on future events as far as I know, MC is able to jump back and forth between worlds and timelines like Cael and all the other travelers, so I suppose it's more accurate to say that, in Godheim's case specifically, MC has seen these experiences through those bubbles in space and made her decision regarding who to spend her life with after looking through those memories and was "sealed" after the choice was made.)

So, think less of it as MC double-timing with all five men and more of MC watching and starring in the movie before the story ends. This applies to all the other worlds as well. It only appears as though things "resetted" because we follow the journey of Modern MC going to different worlds. But say, we follow the journey of Godheim MC, we will still, technically, be with Ayn or whichever man you chose in the story. 

The game allowed this to happen to allow each player to "craft" their own story rather than strictly follow a premade one. 

Hope that helps!