I don’t think Olivia and Peter were aware of the time they spent in future. They returned to a point in time when their daughter was still alive but it looked like they didn’t know she was ever killed.
Back when peter jumped between timelines he retained his awareness but none of the people in the new timeline knew him. Maybe in a lateral move in time you bring your experiences with you. In the Fringe world anyway.
Magnitudes better than the ending of “Lost” though.