Once he was touched by Sin, and transported of out DZ, he became real. This is explicitly stated by Auron, the fayth, and other characters. This also applies to Jecht.
I noticed that when talkin to Bahamuts Fayth in DZ on Gagazet, when the people call to Tidus to wake up, pyreflies appear. Why?
The pyreflies were reacting to Tidus' interaction with Bahamut's fayth, especially when he is hearing Yuna and the others call him to wake up. Nothing more is said on the matter besides him being a dream of the fayth, and therefore, an Aeon. When an Aeon is defeated, (or fiends for that matter), pyreflies react, and either fly away, or fly around.