It's highly obvious that Sienna is asleep. She feels as if she could burn from the inside. Her face is screwed up in an expression of horror. The moment Nera touches her skin, he's drawn into her dream with her. It's like torture for him, though. He has to watch her suffer. He can do nothing.

He's watching the real Sienna Martinez. Alive and tormented. And watching her struggle with the psyche of the little blonde she often takes as her disguise. He's watching his rather broken angel fight within herself to keep her own identity. It is not a far leap to figure that this was the first time her mind fractured and split. It's mirroring what she is experiencing now.