While the ribbon implies a physical connection, I believe their connection has more to do with ‘fate’ than anything physical. Kotarou always appears as Kagari’s enemy in every world. You could even say that the ribbon is a physical metaphor for the ‘red string of fate’ connecting them. See here my thoughts here:
I still haven’t completely cracked open the Moon route yet. There are aspects I don’t understand. I guess I should consider giving it another try though.
