In this case, Merlin's conjured images are just that: images, with nothing substantial to them. A touch makes it flutter and twist a bit, the illusion threatening to be broken without Merlin's active backing of it. Fortunately, it's just to illustrate, anyway. Well, and show off a bit.

"In a fashion, I suppose. A realm for the forgotten mysteries that no longer have a place in a world ruled by humans, and which humans cannot easily enter."

He lets the image of Avalon continue to hover in the air a bit, then fade and dissipate.