Elder Guardians are a hostile mob intended to stay in a given world permanently until killed. However, switching the difficulty to peaceful will result in Elder Guardians despawning immediately, rather than remaining within the world. Compare this behaviour with shulkers, another hostile mob associated with structures, which still persist in peaceful with behavioural changes, rather than just despawning.

NOTE: This is not a duplicate of MC-58562 despite the similar names, as judging by the description and comments it seems to concern the Elder Guardians not respawning afterwards upon raising the difficulty, rather than them despawning in the first place.