Wild theory time! Different yukkuri pillow gives you different types of dream. Pachi Pillow: Despair Nightmare. Sanae Pillow: Depressing Nightmare.
On a side note, the pixiv has a poll about this strip called "This is...what?", and the choices are as follows: -This is...sympathy? -This is...love! -This is looooool, cruel loooooool -Lick... This is cyanide!