Micky is now living in an alternate universe fighting the Cybermen. His alternate universe self was killed, and Micky took his place. It was quite poignant. He chose to stay because in this universe his nan was still alive, so he stayed to look after her (in addition to being in an underground band of Cyberman fighting rebels.)
He was warned he could never return to his old life <insert some science fictiony reason why here>, and he still chose to stay in the alternate universe.