So, X and Zero are planning on leaving, and they offer to take the Mega Man of the past with them. It was a nice way to wrap up the storyline and move on. Unfortunately, I later completely forgot about this comic and ended up dealing with it differently.
One could argue, as Zero attempts to later, that while they do make this suggestion, they don't have a time machine, so they couldn't return on their own even if they wanted to. Perhaps, then, this was an attempt to hint to Dr. Light that they need his help to get back. That definitely wasn't the original intention, but with convoluted explanations, it never is.
Anyway, in the last panel, Mega Man is referring to the incident way back near the beginning of the comic when he quit abruptly and the Author had to stand in for him so the comic could continue.
And in the background, you can see the now the Wily hologram is being loaded into Mega Man's head.