Actually, Gozard and Vigo were not destroyed. If you remember, in the GB I movie the guys are there on top of the building preparing for death. The giant State Puff Marshmallow Man is slowly climbing to the top.
Egon suddenly exclaims that if they cross the streams of the proton energy the reaction could cause the demon to be sent back to neverrealm. You must remember my friend: GHOSTS DON'T DIE, THEY CAN BE SENT BACK TO THE DIMENSION THAT PRECEDED THEM. That was what happened, Gozard was sent back to the dimension she/he/it came from. Same thing with Vigo, except Vigo was a spirit haunting from hundreds of years ago. The slime built up in the sewer was how he came to life. GB II shows that the ghost isn't destroyed forever, the ghost explodes, but this means that Vigo is sent back to wherever he originally came from. ORACAL G