St Pio predicted that his body would NOT be left here on earth. One of his close friends asked him (as St Pio was nearing death), "Oh, how will we ever deal with the people who will want to visit you, when you leave this earth?" And St Pio responded, "Don't worry, after I die, I won't be here." (paraphrasing from what I remember).
There was a lot of shenanigans and scrambling by new-rome when St Pio died. I think his funeral was closed casket? I think St Pio, being the only priest/saint to ever have the sigmata, and who worked countless miracles during his life, was given a great grace by God as his body was either assumed into heaven or it was incorrupt. Either way, the modernists in new-rome wanted to cover up this miracle.