We do see Calo bringing suitcases to the car (and it was Calo because while eating he told Michael he would get take care of the luggage)...but since he does appear in GFIII we can assume he loaded the trunk and walked away just in time to avoid being blown to bits along with Appolonia.
You must understand that for GFIII they got back every cast member from the original that they possibly could.
Apple
A wise and frugal government, which shall leave men free to regulate their own pursuits of industry and improvement, and shall not take from the mouth of labor the bread it has earned - this is the sum of good government.
- THOMAS JEFFERSON
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