Perhaps they completed an uneventful, early morning hike somewhere in low lying, canyonish area of the park, took a longish outdoor nap (after their early morning start) and were returning to their car (where they pinged the tower)--and then something bad, as in criminally bad, happened, i.e. a kidnapping.
Or--here's another even wilder theory--the guy murdered the girl early in the a.m. somewhere else (a more distant area) in the park, stashing her body, and then drove to the Maze trailhead at around 4pm, perhaps knowing he'd ping the tower around there. Left the car there and hiked downhill to JT, where he picked up a ride and booked it out of the area, counting on the idea that they would both be declared permanently 'missing' and the search would center on the wrong area. It is interesting that he took a friend from Japan on a recent trip to Joshua Tree, but they didn't go anywhere in the park, just visited the town of JT.
Lurid theories I know but the situation is becoming increasingly inexplicable by 'natural' means, and I do think the quote from the friend who said the guy always hiked 'with knives' a bit weird. Certainly if I were in charge of the investigation (and thankfully, I'm not) I would at least be considering crime as one possibility.
Wildhorse, you are right, there is something in human nature that is deeply drawn to 'disappearance' stories. I wonder why that is? Speculating, I'd say that death itself is a kind of inexplicable 'disappearance', and that these sad stories kind of double down on that sense primal bewilderment. I will check out the Modiano story, thank you for referral.
