During the course of Final Fantasy X, we learn that Tidus is really from Dream Zanarkand, a dream reproduction of Zanarkand at the height of its glory.
We learn that Yu Yevon sacrificed the citizens of Zanarkand in order to create this Dream Zanarkand, and that Tidus is simply a character from this dream world.
How is it then, that Sin can bring Tidus to Spira, and pass as a completely normal person? What does this tell us about Dream Zanarkand?
We know that Tidus is blissfully unaware that his Zanarkand is simply a dream. Is it then safe to say that all inhabitants of Dream Zanarkand are unaware?
Then, if we consider Jecht for a moment. He is also a dream created by Yu Yevon. However, Yu Yevon also created Sin. Yet, Jecht, who by all accounts doesn't even exist, became a Final Aeon who defeated Sin, albeit only temporarily.
If inhabitants of Dream Zanarkand are able to impact Spira in a corporeal way, and Yu Yevon and his army of fayth are able to dream up these characters at will, why not do more?