From what I'm guessing ..
When one loses their heart, that "heart" becomes what's known as a heartless. The body and soul, thusly, disappear from that realm. What happens to this body?
In the case of keyblade wielders, or others who are able to open/close the keyholes, I believe they become Nobody's. Sora and Riku both lost their hearts at one point in the game, however, they were able to retrieve it .. causing an almost paradox and unbalance throughout the world. This could be why the worlds become accessible once more.
The place in between may not even be a true world. It could be some kind of .. non-world. Ansem, in his reports, states that the only reason they are called "non-existant" is only because he believes their true forms are in the worlds we know.
It's possible that when one loses their heart, their bodies and soul do join the other world (Twilight Town), but I don't deem this with warrant. I believe there are currently three "universes", as stated in another Ansem Report. The light world, the dark world, and the world in-between. Sora's world may be dark or light, most likely dark, while BHK's is light, considering Sora's has already been invaded by the heartless, whereas BHK's has not. This leaves the world between their worlds to the unknown .. where the bodies and souls go when taken by the heartless. This leaves them drawn between two worlds, the heartless from both wishing to go to one .. making them begrudge both.
This theory would also support who the two heartless on the beach, the non-existant world in my mind, are. The one could be one who is being told, "He looks just like you." could in fact be Sora, or his "shell". The paradoxal form of his body and soul after being made a heartless and coming back.
BHK, as well as others in his universe, could be just the alternate universe forms of our heroes, who with the paradoxal happenings of Sora's world, sent all three into dis-harmony, causing them to be go-able between.