As I was looking back through the Cutscenes from The Grid in Kingdom Hearts 3D, I noticed that Young Xehanort said that data CAN NOT dream.  Also, Sora's story doesn't involve Dream Eaters during any of the sequences he goes through.  Instead, Riku's story has parts that contain battles against Dream Eaters; even his boss is a Dream Eater [Commantis].  Since Riku is going through Sora's dreams, he would encounter the Nightmares, while Sora probably didn't.

 

Also, Sora's stories usually follow the storylines of the Disney movies he explores; Riku's take a twist.  The Grid is the ONLY WORLD where Riku follows the movie's storyline and Sora takes a twist instead.

 

Can someone please explain to me how this is even possible?

Nomura happened.........................

Sora's dream-self was in the real world. Riku's dream-self was in Sora's dream. Idk how that makes sense. It's the Realm of Dreams, nothing makes sense.

As for the storyline difference, idk. I don't think it's very important.

They were in the real world while sleeping. Like I've said before. Inception.

Well the thing you have to remember is the Organization was leading Sora astray. Sora was no longer on the path that he supposed to be on. Now how much truth Xemnas was speaking to Sora is debatable especially seeing his goal was to troll Sora. It should also be noted that The Grid is the original system in which Space Paranoids was created. That system is essentially a world within a world just as Space Parnoids was. That being said it would seem that while The Grid itself may not have been asleep, the world it existed in might have been asleep. It would explain how Sora was able access the Grid via the realm of sleep without the world being asleep.