Maybe it's related to supernatural ability and willingness to accept a changed form. You seem to be at least familiar with magic, while Shido had only even heard of psychic abilities secondhand before he arrived here. I have powerful psychic abilities of my own, but I don't mind adapting to a new shape...I even have some shapeshifting abilities of my own.

[It's that, or...considering he and Shido both got similarly dramatic changes because of the relation.]