So I guess this is my first Luminaire, but does this always happen at some point? Wishing it was a new plot, but that might be slightly overzealous.

It's not a plot, happens every Lumi that 22nd Melody isn't there.

This happens all years, there was somewhat of a mini section last year that I honestly forget, but this isn't anything out of the ordinary. Someone else will probably chime into what the small bit of lore it was.

Awesome! Thought it might be, Thanks :)

It's normal, she'll be back tomorrow. This NPC pops up every 22nd of December, gives out coal items and leaves the next night.