I actually doubt Volvox was given the real answer. Rockhopper and macaroni hybrids are sometimes found in the wild but, as you say, all the individuals of 'crested' penguin species were male, and are kept without issue alongside humboldt and African penguins in other collections where they breed. There is no risk of interbreeding.
If the two missing macaroni penguins died, I strongly suspect the zoo wanted to avoid a further PR disaster following the criticism in the national press of the husbandry (and losses) of penguins in the previous two exhibits. So, if they lost a couple of macaronis, I imagine they'd want to create some reason to need to move the rest of the group in case they all died.
It makes no sense that the small group of Jackass penguins remain if fear of hybridisation is sufficient to remove some species from the exhibit. I believe these are 2010(?)-hatched birds which are tame, and therefore hand-feed during the 'shows', along with the male rockhopper penguin.
Its just a shame it didn't work out, it would have been great for such an excellent enclosure to have hosted a breeding group of macaroni penguins. I sincerely hope they build up the rockhopper group with new birds as I believe the issue with previous losses was down to foxes, and the new exhibit appears very well fox-proofed. However, I hope they don't move the existing Whipsnade rockhoppers as they are breeding almost yearly at Whipsnade currently.