I've been having this in my mind lately.

Lets discuss how this would work.
I'll start.

So basically, we live in the 3rd Dimension, but theres also the 4th Dimension. The 4th dimension is basically a whole world that is there but we just cant see it, heck, it might be even one with our world. With this power you can walk and immediately dissapear into the 4th dimension, its like a portal but not really, cuz its actually just a gateway to some area normal humans cant see. The gateway is also not visible to normal humans so u would just look like ur disintegrating from the side u entered it. To think about it simply, i think its more like of the Cream Stand from JoJo's Bizarre Adventure's power. When u r in the 4th dimension, u can see whats happening in the 3rd dimension, but they cant, like a very well hidden cctv room.

Thats it from me.
Feel free to share ur own theory or add to my theory.