Sephiroth's smile widens when he sees the other man realize what's happening. He wants to keep standing here, at a distance, and watch the stranger rant at nothingness. It would be very amusing.

But it's rare for people to see him when he doesn't want to be seen, which piques his curiosity. It would be a waste if this person got frustrated and walked away. So, he sways his way up close and stands at Emet-Selch's side. Not once does he lift his glamour to make his projection visible to anyone else.

"As for your question... You are on Expiation and you do not leave until the powers that rule this world allow it.