Disappearing isn't that bad, actually.
The thing is, this piece of artwork is more refined from the one in the show.
Dawn looks really cute in the PM artstyle; it’s nice that they’re giving her art like this for her return.
...Nothing in this sentence says it needs Cresselia to do its work, and it doesn't do things "unconsciously." Every dex entry states it does everything because it can.darkrai is not evil,unconsciously creates nightmares thanks to his ability ,and is believed to feed on people's nightmares(although he knows this is bad for people) so he needs his rival cresselia to be there to help humans