Princess carrying was awkward. Piccolo would much rather drag Tidus by the arm than carry him held close. Piccolo nodded, "Yeah," he agreed because he'd also prefer to head the enemy off before it got to others, and silently agreed to carrying the blond by simply grabbing hold.

He took off at a quick pace. He was used to the wind in his face as he flew rapidly through the air so Tidus was just going to have to deal with it.

As they neared the storm cloud Piccolo called out loudly to be heard, "There's an entity of some sort inside it. The elemental sprites they spoke of probably? It's hard to pinpoint with my senses, but I know it's in there. Are you ready? I'll guide you through the storm."

And by guide what he really meant was throw Tidus in so he could attack with the momentum.