Well, no point in trying to explain it, is there? He decided to just give him a more practical demonstration. Mainly by using a portal of said darkness to make his way to Rudy's room.

If you look to your left, you'll notice an ovular swirling mass of black and purple darkness hovering there for a moment or two- ominously. Well, ominously until Demyx steps out, coat on, hood up- just like he always did- and responds. "Like that."