Actually... Dream Zanarkand has little or no magic.
Dream Zanarkand is essentially a giant Aeon powered by magic. Therefore, at least in my theory, it can not have magic in it. As an Aeon powered by magic, it can not have magic inside it, or can only have very little magic, otherwise it would make the entire "Aeon City" very unstable.
This seems to be confirmed in the game: Tidus has never seen pyreflies, spheres or any other magic powered stuff, and he mentions that "When a fiend appears in Zanarkand is a big deal" , which I think is he referring to Sin's attack right before he left.