Actually, the bubbles you speak of is a teaser for FFX-2.

I think that the fayths PULLED Jecht and Tidus from their dream. Spira is made from the descendents of the REAL Zanarkand that was destroyed. Sin seems to enter the dream of the Fayths, the Zanarkand Ject and Tidus come from, to destroy it, to give like a message to the Fayths that Sin/Jecht wants the dreaming to end.

I was thinking that maybe the only reason why Auron manages to get there is because he is dead, he's an unsent but because he is dead, he is able to enter the farplanes and enter the dream-world Zanarkand. He must of figured out that Jecht wasn't real or something...