Sneaky bastards, the lot of them
Some sovereigns prefer a different sort of tax from their subjects - whether freely given, or taken by force.
A dreamer is one who can only find his way by moonlight, and his punishment is that he sees the dawn before the rest of the world
If you want to add a "supernatural" touch to your campaign, define the rules of magic and the universe. Make your players comfortable with those rules. Then your new supernatural creatures must then break those rules.