Here's why:
* Rescue Rabbit's effect: Rescue Rabbit's effect states that the Special Summoned monsters "remain on the field until the end of the next turn". This means they remain on the field even after the End Phase.
* XYZ Summoning: When you XYZ Summon, the materials used are attached to the XYZ Monster, not destroyed.
* End Phase: The End Phase triggers various effects and actions, but it doesn't automatically destroy monsters unless they have an effect that says so.
Therefore, the monsters summoned by Rescue Rabbit that you use as XYZ materials will remain on the field as attachments to your XYZ Monster.