She does as he shows. It sounds relatively easy, right? And she has a strong connection with her heart, so when she shuts her eyes and thinks of all that light, she's sure that she has it!

Even if Kairi "kept" the keyblade at the castle, she doesn't have it now. Whatever had been done to her had nothing to do with the keyblade.

She feels something happen when she channels her will, but when there's no added weight in her hand, she opens her eyes with a frown and--

"Sora!"

And panics.

He's a sheep.

Did she...? But how?!