Loa had not stayed in his dragon form by choice. After smashing through the Illusion Realm's barrier, he had no strength left to control himself.
The Illusion Crystal Wall was a partition Illusion Nightmare had created within the Illusion Realm. It separated two or more regions to prevent passage between them, much like the Mortal Realm and Immortal Realm in cultivation worlds.
Of course, it had nothing to do with Between Dreams or the gates to the Illusion Realm. It existed solely within the Illusion Realm itself.
And forcing one's way through the Illusion Crystal Wall came at a price, along with deadly risks. In the One Piece World, those risks were weightlessness and deceleration.
That was how the One Piece World's barrier worked: once someone crossed into the partitioned zone, all their accumulated velocity was canceled out. There was no air there, nor any gravity. Anyone who wandered in by accident would be trapped indefinitely, waiting to suffocate or slowly starve to death.
In the original story, Enel had reached the moon through a stroke of luck. Air released from an Exhaust Dial had given the Ark Maxim just enough thrust to cross the partitioned zone. Otherwise, there would have been no later cover story. Enel would have become a dried-up corpse, and he and his beloved Ark Maxim would have drifted away as junk in Outer Space.
Ivy had told Loa all this after sensing someone enter the partitioned zone. And those dangers applied only to natives of the Illusion Realm.
As an "intruder," Loa faced even greater danger than Robin and the others!
The Illusion Realm could easily detect that he did not belong and launch a whole series of "disinfection" measures. It could change the pressure until his body burst, crush him flat with gravity, or