It seems like this fellow and a Darkrai took a fancy to each other... And that the two of them found a way to allow both of them to join each other in the skies and dreams of the night, rather than the human needing to wait, lest he be stricken with nightmares. After all, a Cresselia can not only remain immune to his nightmare abilities, but protect others from them too. She certainly seems like she looks forward to their life together....