Bearing in mind, I haven't finished it, but I did reach the scene you're talking about and I was also quite confused by it. Every scene prior (and thus far, every scene afterward, as well) had established those apparitions as things that only Cloud and Aerith could see and feel. I presumed that was because Aerith is a Cetra and Cloud is infused with Mako energy, but I guess that's not really the case?
The original FFVII is one of my favorite games, so I went in knowing fully well that the Remake wouldn't live up to those expectations. But I'm worried that those phantom... things... will serve to overcomplicate a plot that I've already seen a fair few people lampoon for being convoluted.
Still a fun game, though. I enjoy the combat, even if I must bemoan the change in format. And the music and graphics are also lovely, even if I feel the original used them in a more clever way. Solid game, just some narrative decisions that are leaving me puzzled.