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Trixie doesn’t realize it but she forms “the Illusions” both so she can perform and also to fill the void of being friendless.
The strength of the illusion is great enough they can interact with the real world but only with Trixie’s direct knowledge and command. But the illusion is not strong enough to grant them autonamous personality. Furthermore no character besides Trixie interacts with them and they constantly disappear when Trixie is speaking to other characters, even in places they should be, like when Trixie taunts Rainbow Dash backstage.
Then after gaining Sunset as a semi-friend in the “Sunset’s time to shine” she no longer has any need for the Illusions and so they simply cease to exist.
Also it doesn’t hurt that their symbols/cutie marks are mere aspects of Trixie’s own.
Of course this theory could be total crap. Its much more likely the writers needed Trixie needed her own “band” to properly serve as a rival, then once the second movie was done they promptly forgot them.