Being taken away from the group, Natasha and Shen were forced to battle three ghouls at the same time. However, one of the ghouls can control them by piercing through his enemy's body and taking over their minds with a little extended tail at the end of his tail. A nerve ending that allows him to alter people's minds and put whatever scenario he likes inside his enemy's head. It is a dangerous ability since he could instantly psychologically kill his opponent once that happens.
And the lovers were both in captivity of the said ability.
Since the two of them were romantically connected with each other, Shen and Natasha were both experiencing the same scenario at the same time.