The church was the spot where the connected souls could find closure. Helen didn't show up because she had no baggage from the involvement with the flight/island. Conversly, Penny DID show up because of her struggle to find/keep Desmond and her conflicts with her father Charles. Even though she never went there, she did have some heavy ties to it. Now that they've all reconnected and said their final group good byes, they're ready to move onto the next existance.
Ben stayed outside the church to atone for his sins and spend time sorting his issues out, as the new father role to Alex and husband to Danielle.
I think it can be assumed that even though not all of the flight 815 survivors were shown on camera, they are in the church. Maybe the exceptions being Ana Lucia, since she committed some murder, and Michael (forced to live out on the island for his sins).