A.) The team is gonna meet the Nikos Family in Argus (Which I heard was a place just off the coast of Anima that the group was going to via the Argus Limited in order to get closer to Solitas) and we'll get our closure there.
B.) The Nikos family isn't even in Anima anymore, and they either went to Vale to look for Pyrrha, or went to Atlas for some reason which will set up a future confrontation.
C.) Pyrrha's Parents aren't around anymore. At least one of them is either dead or missing. (Keep in mind that there currently has been no mention of Pyrrha's father.)
D.) (My personal Headcannon inspired by Thor Ragnarok.) Pyrrha has a badass gladiator sister in Vacuo. She only heard of Pyrrha's death and isn't sure whether or not it's true. Once we get to Vacuo she'll confront Jaune and that's when we'll finally get closure.
E.) Mrs. Nikos is in a coma and Mr. Nikos is one of Mistral's huntsmen who went MIA or KIA. We get a scene where Jaune leave's either Pyrrha's sash or her circlet in her hand before leaving and some time afterwards she wakes up. After hearing about everything that has happened since she first fell into that coma, including what happened in Vale, what happened to her husband and what happened to her daughter, she's devastated and Salem tells her that it was all because of Ozpin and his inner circle and that the only way to bring back her family is through the four relics, one of which is currently in the possession of RWBY and Co. This will result in her going after their relic along with the other three, filling in for Cinder in Salem's inner circle, and going on a personal manhunt for Ozpin and the other headmasters, minus Leo of course. Mrs. Nikos may even get help from some of Pyrrha's old friends from Sanctum. It would also be interesting for Salem to throw Cinder under the bus too by telling Mrs. Nikos that it was Cinder that landed the killing blow on her daughter. This would be Cinder's punishment for how royally she f**ked up back in Haven due to her own selfishness.
As far fetched as this seems, i really want Scenarios D and/or E to happen. Such scenarios would not only give us more backstory on Pyrrha, more developement for Jaune and Ozpin, a new antagonist, and more conflict, but it would finally give us closure on the rest of the Nikos family and show us more of the consequences of what happened in Vale.