Aerith baby, I know how you imagine this happiness in this place with someone you love and love you back. It's hurt you so bad that you try to imagine that with Cloud but your subconscious dream tell you otherwise.
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Just kidding. I know this EC wallpaper isn't related to the main story. At least there's also a scene in Rebirth of Zack being protected by white whispers and yellow petal guiding him when Sephiroth throw him away to portal. He says, "I'll find the way. You'll see."
They make it very clear the relationships going forward