(SPOILER)They call it "the dream of the fayth", but in reality, dream Zanarkand is essentially one massive Aeon. Remember, Yu-Yevon is channelling all the fayth from the ancient Zanarkand into a single summoning, and that summoning is dream Zanarkand and all its inhabitants. Thus, like the Aeons, dream Zanarkand has an actual physical form, an aggregate of pyreflies.
While Sin probably had a connection to dream Zanarkand because of the connection it held to Yu-Yevon, the important connection was Jecht's connection to dream Zanarkand. Unlike the other guardians who became Sin, he actually knew of dream Zanarkand, and his drive to return home and find his son was still there. He found dream Zanarkand again, and, as Sin, was able to take the unsent Auron there as well.




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