It's widely theorized that in Snowgrave, you can essentially plant a soul in Noelle using the thorn ring. This is implied by a *very small* red pixel when you make her equip it. What if this planted soul is to bring back one of Kris' previous captors/captives? Or what if the previous have always waited residing within Kris' soul, and uses the thorn ring as a means of escape? This could of course be an alternative vessel for us, allowing us to swap at times, but knowing Kris, there's no way they would let us. The most reasonable thing to believe is that this is a mean of escape for a previous possessor, because we as the player don't typically recognize that we're planting a soul, and there's little to no chance that this is Kris' doing.
Basically what I'm saying is that our chum pally pal friend buddy chum Chara's back to their gosh diddly darn shenanigans and is going to gosh diddly darn snap our gosh diddly darn necks or something. And now, our chum pally pal buddy friendly friend chum buddy pal Chara is using our friendly friend pally bud chum neighbor Noelle to do it.