“Spiritual energy” huh? Is it possible that that’s what all pokemon are made of, at least primarily? Pokemon, as we’ve established, seem to be awfully high energy beings, and their physical form can be easily altered by way of energy (such as with pokeballs or mega stones).
Gonna be honest, I mostly intended that phrase to mean “[insert handwavey bull$#!t here]”. All I’m really trying to say is that I think Primal Kyogre’s appearance is meant to suggest that it, specifically, is somehow less physically substantial than most other Pokémon, in a way which is probably magic and which we are almost certainly not meant to understand or think very hard about.