Maybe the fire broke out, they put their diversion airport (they would have known ahead of time which ones they would be right? Even before take-off) into the GPS/enable autopilot and then both get up to fight the fire and eventually they succumb to the flames/smoke fighting it.

The idea of them both getting up and leaving the cabin is a stretch, but that would explain why there was no radio call. But then that leaves the transponder, oh i don't know.