Kefka did destroy the world, as much as one can that is planning on still residing and ruling over it - there are only small little pods of people left, the world is truly a ruin - he won, he is in control and all of the heroes are gone and have been gone for awhile.
Our grand collection of heroes failed, and they all knew it and that failure and their own personal demons essentially destroyed each of them- Celes attempted to kill herself - its not simply "the next day..." after the world was blown the fuck up. Terra, the one who started it all says fuck it, there is no way to win...only survive and attempts to protect orphans and is even failing at that so to say.
The open-ish world of the world of ruin segment of FF6 was mean to feel pathless and not very hopeful.
It didnt have a plot? again... what plot do you want to come from utmost failure? You got to see every one of your characters at their lowest points and various levels of fuck it - and build themselves back up in order to face an even more powerful version of something that has already wiped the floor with your ass and reshaped the entire fucking planet.
And even when you win...the world is still in shitty condition.