He was searching for Seph:
Showdown of Fate said:Cloud: "Finally, we meet"
Sephy: "I was searching for you too."
Cloud: "As long as you continue to exist I cannot awake from my nightmare."
Cloud: "You are my darkness."
Sephy: "Then turn towards that darkness."
Sephy: "Eternally refuse the light, to the nightmare of no awakening."