Oddly enough, Mega Dusknoir do not seem to be from this world. The Dusknite that allows Dusknoir to Mega Evolve has properties that would not be found naturally in any region. Rather, the Dusknite seems to be a Mega Stone created in the afterlife, yet somehow brought to the world of the living.

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It is universally agreed upon that it is the Dusknoir themselves who bring the Dusknite back with them to the living. As for what purpose, it's not known. Mega Evolution is caused by the Mega Stones and a strong bond between trainer and Pokémon, yet some are capable of Mega Evolving on their own. Perhaps Dusknoir seeks to achieve this, too.

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Were they to achieve it, it'd certainly cause one of the biggest catastrophes the living have ever seen. Mega Dusknoir has the ability Soul Absorb, which drains the life from one's very soul in order to regain its own strength.

Every turn, Mega Dusknoir absorbs the HP from its opponent, similar to Leech Seed. But it heals even more in Doubles/Triples, at the cost of absorbing the HP of allies as well.

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After Mega Evolution, Dusknoir also receives a significant boost in its defensive stats and Attack stat. But it is still VERY slow.