Well here some of the most simple concepts to exploit:

1: Comes from a dimension composed entirely of Anti-Matter, which mind you is nearly impossible to fathom because of our surprisingly limited knowledge on how anti-matter functions, so now you can't touch them because the two of you will explode and annihilate each other in the process.

2: A shadow dimension (/Edgy dimension) where everything is shadows and you can't touch them because shadows aren't material. But somehow they can still touch you for some inexplicable reason. (Encountered more than once, is also common in media. Mostly animu.)

3: A dimension that follows laws inherently different from our own, where up is down and left is right. Things don't have to make sense because we can't comprehend them, so they're capable of doing fuckall because they invented the laws of their own dimension.