"This kind of question is like trying to figure out why there's water in the lake here, it's hard to get an answer," Pannis sighed and shook his head, "Actually, I've considered these questions myself, but the final answer that I could only attribute to the Deity's will, or in other words, to Lady Nellie's will. Don't forget the characteristics of this place. Although it has a physical form, after being occupied by Danacus for thousands of years, it has been transformed into a special Divine Kingdom of the Grimreaper. When it's not connected to the main world, the Grimreaper can even directly descend upon this world. During the time before Danacus awoke and Lady Nellie was still able to control the death authority, it wouldn't have been difficult for her to transform her Divine Kingdom, creating a water source if she wanted to."
"No wonder you didn't let me keep asking just now," Catherine nodded thoughtfully, "It was when Mr. Ghost mentioned 'this desert' earlier."