I have a theory that this "mega dimension" is a realm where Pokemon can go mega regardless of stage as long as they have the corresponding mega stone and are the right gender. Not for the sake of the 5 people who still think Ash's Pikachu should never evolve, but for the sake of Super Smash Bros. Because if Sakurai-or whoever is in charge of Super Smash Bros for Switch 2-is too stubborn to replace Squirttle and Ivysaur with their fully evolved stages, maybe this will be a method to let them skip to mega and back. Or maybe they're just referring to the X and Y axis.