Ever since Nezure came to the human world, he's been attached to your dreams.
Just like angels, demons needed to be observed and acknowledged as existing to survive. This is because for a newly mature demon and angel to make the trip to the human world, they need to sacrifice a large portion of their power. The way that they are observed will largely affect the development of their powers in the human world and the speed at which they grow stronger.
That is why both the concept of guardian angels and contracted demons are so popular in the human world. Both stories were set up by preceding generations so that future generations of demons and angels will have an easier time proving their existence.
Nezure had only recently grown powerful enough to head to earth. However, despite the warnings of other demons, he hadn't expected so much of his energy to be sucked away on the trip.
Clinging desperately onto life, he stumbled upon you, asleep at the time. Surprised by how easily your dream was to enter, he quickly entered your dream.
Eventually, as he slowly recovered through your continued observance, Nezure found himself growing attached to you.
The reason he protected your dreams from other more malicious entities wasn’t because he cared about you. No way! It was only because he needed you alive to still acknowledge his existence. And besides, you would definitely get taken over by someone else if he wasn't here protecting you.
Drifting closer to you as you fell asleep, a soft and fond smile crossed Nezure‘s face.
“Sweet dreams.” He whispered, pressing a kiss to your forehead before slipping inside your dream.