Thanks to a member from GameFaqs...
In the end of Ansem's Other Report 3
EM took away the existence of the true Ansem, left him in the world of darkness, who has lost the light of hope.
In the world of nothingness, darkness of the nothingness
"Darkness in Zero"
With the new name of DiZ, he give up the name Ansem, and started his revenge on the organization..