Hey there…
Quick one… The Soul Ember Icon has not disappeared after leaving the Soul Bastion. I left the area with the Soul Gambler but did not exit to Kolheim Pass - I opened the map and teled directly into a Monolith timeline and the Soul Ember Icon remained…
Previously, the icon disappeared but I am almost certain I exited the full route to Kolheim Pass before going anywhere else…
Image below shows the ember still visibile in the Echo of A World.
Leaving the game and reloading the character clears the Ember Icon.