Perhaps it is simply their way of changing the world, a little at a time.

[ Is darkness not the absence of light? Is shadow not what souls leave behind as proof of their tangible spirit? Then again, this is a dream world. Things don't necessarily follow the same rules. ]

My place is within the night. [ Venti's right about that one. ] There is no need for a shadow beneath the brightest day.

[ But that's why he's here, isn't it? He's unafraid of the darkness, and it would be much safer for him to navigate the moonscape than someone unfamiliar with the nightmare. ]