Board Thread:Questions and Answers/@comment-26611556-20150709100531/@comment-11372432-20150710033034

What happened precisely was that long ago, Darkness Dragon World invaded Dragon World. The Purgatory Knights were tasked with making sure no one from DDW would ever cross the gate into Dragon ever again. What they did was enter the gate and into DDW themselves and fought back any who tried to go through the gate, forcing themselves to forsake their homeland to protect it.

After a while, they realized that time was not on their side and they would all eventually die due to old age (or death in battle due to no longer being in peak condition due to age), so they decided to curse themselves to attain immortality. Over time, the curse took its toll on them and their minds became corrupted to the point where they became angry at their homeland for making them undertake this task, so they opened the gate themselves and not only allowed DDW to invade, but joined them.

Side note: by this point, PKs have become a legend and the Thunder Knights were formed to honor their legend. If there were to be a Dragon Demios card, it would have to be a "look into the past" type of deal, since he belongs to DDW now.