They are, without exaggeration, my favorite Pokemon (mainly Dawn Wings), and - not to be weird about it, but they're just, very special to me. This thread had to come around a few times before I posted anything because I had too much trouble expressing my feelings. 😅
Let's start with a quick list:
I like bats.
I like space/galaxy aesthetics.
I love aliens - the introduction of Ultra Space and alien Pokemon was one of my favorite things to happen to the series, in the first place.
One of my favorite character types in all of fiction is the reformed/redeemed antagonist, such as Necrozma. I had thought before that it would be cool to have a legendary Pokemon that was like that.
Another, equally beloved (if harder to explain), are characters with immense power and/or reputations as gods (like most legendary Pokemon), but who just do not even remotely act like it, which - even as a character that doesn't speak and really only has a limited amount of body language available as well, Nebby managed to exemplify that perfectly.
Finally, the concept of fusion is something I'm pretty much obsessed with.
I swear, it's downright uncanny how much it seems like this Pokemon was made for me.
Personally - and I know this is just my opinion, I'm not trying to argue for it as the canonical intention or be like #changemymind!, just sharing my own headcanon that I'm gonna keep no matter what, haha - my interpretation of the story is that the whole thing about Lunala/Solgaleo having "no will of its own" in this form just describes how it was during the climax of the story, when it happened "naturally", and the purpose of the N-Lunarizer/N-Solarizer item is to make a more stable fusion where they both just sorta…share? Like any other Pokemon with more than one mind.
And, okay, maybe it's problematic is the Pokemon fandom at the level yet where we use that word, but the idea of an unlikely symbiotic partnership between the cutest, sweetest, most down-to-earth and nonthreatening legendary Pokemon you'll ever meet and a dark, literally broken, basically-the-biggest-personification-of-tormented-Pokemon-angst-since-Mewtwo tamed eldritch horror just - warms my entire heart. 🥺 Maybe, in some ways, I can see myself in both of them, archetypally.
And even without getting, you know, unnecessarily and embarrassingly sappy about Pokemons, the idea of predator and prey species merged into one, more powerful creature is just awesome.