Because their hearts resonate with Sora's when he states "my friends are my power" and in the dream realm this can have a visual component.
That "light" was merely an artistic choice to visualize that Ventus' heart is stirring and Sora is accessing it, like with Roxas and Xion beforehand as well.
Since Sora's and Ventus' hearts are as tightly connected as is possible without actually merging though it happens a little differently with Sora actually briefly "turning" into Ven, which also causes Aqua and Terra to appear.
By that time Sora's heart is already heavily burdened with the pain of Naminé, Xion and especially Roxas (that's why he cries out so loud after Roxas shows him his memories) and now Ventus' comes on top of it as well, hence Sora eventually acting erratically due to increased mental stress.
Two instances actually, the first was during KH 1 when Xemnas confronted Sora at Hollow Bastion.
He walked through Sora and sampled some of his memories, those were used to "activate" Xion.
Further memories where then absorbed by Xion herself inadvertently after Naminé messed Sora's memories up in CoM and thus they became "loose" and could be absorbed through Roxas because of his connection to Sora.