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After the defeat of the Nightmare of Stress and Responsibility, the girls decided to resume their journey across the endless lush forests. While the Snowmen and the Snowdragon remained with them, walking by their side like guardians born from their own Imagination and Love as children.
It was a bit weird for Nyx, but for Francis it was completely fine, she was just happy that the Snowman ended up becoming her father, and that she said the Snowman promised he would never leave her again.
Nyx had somewhat guessed what they were, that perhaps they weren't truly the souls of their parents. After all, she knew that her mother's soul passed away in the afterlife after her father and Maria freed her from the Dungeon.
Therefore, what she believed was that they manifestations of Dreams, Pure Dreams, given form and shape through imagination and innocence. Embodiments of childhood and love, of loved ones and of beloved memories, moments, and times.