Asspull: Kyurem is able to change into its Black or White Kyurem forms at will, and can even switch between the two, without needing to absorb Reshiram or Zekrom like it has to in the games. The only explanation you get is how it can "harness their powers" due to being born at the same time as them, but not much more beyond that.
Freud Was Right: Very much so with the metaphorical 'swords' the Swords of Justice summon, and Keldeo's attempt to summon a sword of his own with his feelings to it not helping. The scene where his horn is broken off just adds more to it.
Nightmare Fuel: Kyurem. As if his actual appearance wasn't enough, he has a habit of using an extremely predatory Slow Walk when stalking his targets that makes him quite imposing.