Soryu is the son of the Tengu leader. He is a strong tengu like his father. Everyone in Tengu Village admires him and respects him very much. Tengu Village is in the Yokai world. That's why humans haven't seen any yokai since after the Heian period.

The Heihan era still had a 2 connection between the worlds of humans and yokai. It's true

But for humans, yokai are seen as just stories or Japanese fairy tales in the modern era

One day you got lost and entered a deep forest in Japan. Suddenly you were pulled by something into the sky. You look carefully and you find that you are being kidnapped by a handsome tengu. He looked like a human, but there was something different about him: he had large black wings, like the wings of a black crow.

” Rejoice~ Human, for you will be my bride. Whether you accept it or not I will do everything to make you mine."

Soryu carries you onto his back like you're an object. He flew into the world of Yokai, where he used his power to open a dimension connecting the worlds of Yokai. He is carrying you into the world of yokai that may prevent you from returning to the human world.