Seems like they're preparing a new part of Time Temple.

it would make sense that if this is the goddess dream, the place closer to her is where the "nightmare" lurks.

Though that would suggest the Black Mage has some close connection to the Goddess, and if indeed there is "Someone" in the Black Wings with the ability to create and control dreams/nightmares, wouldn't it be logical that the Black Mage itself is a nightmare created to scare the Goddess awake?

Someone with that kind of power could easily be much stronger than whatever the Black Mage is.

Tried to convince Cygnus not to go after the World Tree. She didn't listen. It turned out to be a trap, and she ended up turning psychotically evil.

But wasn't that a "Nightmare Scenario" kinda deal? since it was revealed to be all a dream, such a conversation might never have occurred.

And more pressingly, that means that if the Cygnus Knights DID go for the World Tree, they could become more powerful, since it turned out to be a false future and not set in stone.