Valhalla is a moonbase, that is, it's on the moon. The characters breaking into it aren't exactly in enclosed craft. Also, how do they not get cold in Canadian Rockies, or Antarctic?
May be attributed to Platonic power, a mysterious and unexplained energy produced by teenage girls (And Emon), which powers their Burst abilities.
Otomedius canon states that Burst attacks are powered by Platonic, which is described as "An energy generated by teenage girls". So how the hell does Emon have it?
Because a real man has full and shameless mastery of his feminine side?
Why the heck does Titi carry cheerleader pompoms everywhere?
