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It answers how Kanon came back to life in ep2 and ep3, the closed room chain in ep3 (the adults didn't lie about anything in that one, probably), why Kanon had no corpse in ep2 or ep4 and the ep6 logic error.
...Without it, I don't think there'd be any way to arrive at the conclusion that Yasu is not a character in the story at all but in fact is only represented through personas/ imaginary friends. I don't think it would've been possible to work it out from Shannon alone.
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