Revoke the key, so the lost device won't be able to read the new messages. What the device already knows - it just can't be helped.
This is irrelevant to E2E or even PFS. Basically, it's about message archive security - either it's leaked (and no amount of encryption and authentication would help) or not.
E2E systems can sync message history - by mutually verifying device keys and then propagating data across such trusted links. I mean, if someone can send you a large file there is no reason one of your devices can't send a message to another your device, with a large encrypted blob of what it knows about the past. And if all devices (including possible server-kept archive private key derivation passphrase) are lost, then message history is gone.