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#critical point in Jay and Nya's relationship and neither of them understand how it happened
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Why Nya and Jay Can Remember Skybound
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By the time Jay makes his final wish in Skybound, the realm crystal and Zane’s falcon have been destroyed, PIXAL has been deleted, Lloyd is an old man, large chunks of land have been ripped out of the ground and are poised to fall back onto Ninjago, and Nya is dead. Those last two parts are most important for Jay, the only character with a wish remaining (if you ignore all the Ninja replacements, who never made wishes and conveniently left after the real Ninja returned). Thus, Jay makes his final wish: “I wish you had taken my hand, and no one ever found that teapot in the first place.”
After Jay makes his wish, time is reversed and the Ninja return to where they were in the first episode of the season. The paparazzi is about to find the Ninja and all of them but Nya use airjitzu to hide from the helicopters. Jay asks Nya to take his hand, which she originally rejected, on the basis that, “I can stick up for myself” and “I'm a ninja, and I'm nobody's girl.” However, after Jay’s final wish, Nya uses airjitzu, which she learned over the course of Skybound, and takes Jay’s hand.
While they remember the events of the season: 
“I remember! I remember it all!” – Nya, The Way Back
“Me too!” – Jay, The Way Back
They don’t care how they do:
“But how?” – Jay, The Way Back
“Who cares.” – Nya, The Way Back
I, on the other hand, do care, and that’s what this post will explain. The other Ninja experience some deja vu, but aside from a subtle reference to Skybound in season 8 and a mural depicting the events of the season, indicating that Master Wu (or at least the painters of the monastery) was told, only Jay and Nya actually remember what happened.* Functionally, Skybound is an alternate timeline that never occurred.
This is not the first time Ninjago has dealt with alternate timelines! In Season 2, the Ninja time travel to the past and create an alternate timeline where Nya is kidnapped later on by the Ninja disguised as skeletons, Lord Garmadon from the future fights Kai at the fire temple, and the Ninja use the golden weapons to send the Mega Weapon into space. This timeline is erased when the Mega Weapon is destroyed, with series creator Tommy Andreasen confirming that the only change that the alternate timeline left is that the Mega Weapon ended up in space – the pilots still happened as depicted in 2011. At the end of the episode, the original four ninja remember the events of the episode, along with Garmadon, Nya, and Wu, but not Lloyd, who was not present. Wrong Place, Wrong Time’s time travel is extremely confusing, largely because Lloyd doesn’t just not remember the time travel but also doesn’t remember the Mega Weapon at all.
If the logic of Wrong Place, Wrong Time holds, then only those present for Jay’s last wish should remember it.** That means Jay and Nadakhan, obviously, but also the rest of the Ninja, but crucially, not Nya, since she was dead at the time. Now, perhaps the rest of the Ninja don’t remember, since the wish was between just Jay and Nadakhan, but that still doesn’t explain why Nya remembers Skybound.
Now, perhaps you could explain Nya’s memory as Jay’s wish was about her – Jay wanted Nya to take his hand. And this would work, except that Jay’s wish was also about Clouse. While he’s not named directly, Nadakhan ensures Clouse never finds the Teapot of Tyrahn in the first place.*** Now, if Clouse had remembered Skybound since the wish was about him, then it would have been very straightforward – Clouse would remember that Nadakhan tricked him into wishing it all away and stopped searching for the teapot. Clouse is instead chased off by angry citizens of the Village of Stiix while still searching for the teapot. You could argue that Clouse remembered Skybound but was arrogant enough to keep searching, but there’s zero evidence of this, so while this theory isn’t necessarily wrong, I think there’s another, better explanation that covers why Nya remembers Skybound but Clouse didn’t (Clouse also never mentions this in the Dark Island Trilogy).
The most logical explanation why Nya remembers Skybound is, based on the rules of wishes established in Skybound, love. And no, I’m not talking about how Jay “wished from the heart” so Nya ended up remembering Skybound.**** I find it hard to believe that Jay’s true, heartfelt intention was to make sure that he and Nya remembered events that never occurred. Instead, let’s look at what Jay wanted. He wanted Nya to take his hand and Clouse to not find the teapot. The second half is easy, since Nadakhan is more than capable of altering the actions of others with his wishes – after Jay’s first wish, the mailman comes out of nowhere, and so does Nya after Jay’s second wish.
Theoretically, Nadakhan could override Nya’s free will and have her take Jay’s hand – except for two problems. First, on a metatextual level, this would run totally counter to Nya’s entire message in Skybound, as muddled as it is. Having Nya take Jay’s hand because of a wish would not only undermine the entire point of Jay’s growth over the season (Jay goes from saying “Maybe a wish is what it takes! Maybe this is how she falls for me” in Public Enemy Number One to asking Nya, “Well, what do you want?” in The Last Resort) but also utterly obliterate Nya’s agency, the exact thing she spent the season fighting for. Now, can Ninjago have totally contradictory messages? Of course! Skybound is a case study in mixed messaging on this very issue! But there’s a second, in-universe reason why Nadakhan can’t make Nya take Jay’s hand, and it’s not for the reason that Tommy Andreasen gives, which is that Nya is dead, and Nadakhan can’t control the dead. Nadakhan is more than capable of making dead people do things, since he literally brings Delara back to life earlier on, and he is capable of doing multiple things in one wish, by making Lloyd both older and wiser.
The reason is that you can’t wish for love! This is one of the first things Nadakhan says (“You can’t wish for love, death, or more wishes” – Nadakhan, Infamous). Nya makes it very clear that the reason she won't take Jay's hand is because she doesn’t, or refuses to, love Jay at the start of Skybound. Having her take Jay’s hand because of a wish would mean he wished for love.
However, right before Nya dies, after the whole plot of Skybound has happened, Nya does love Jay, so Nadakhan is not magically making Nya fall in love. Instead, Nya takes Jay’s hand of her own agency, but this can only happen because Nadakhan ensures that Nya remembers the events of Skybound, so that the love that was created naturally, not as a result of wishes, does not go away, and he fulfills Jay’s wish.
Thus, Jay remembers Skybound because he made the wish, Nya remembers Skybound because she needs to to love Jay to take his hand, and Clouse, the other Ninja, and the rest of Ninjago don’t remember it because it never happened.
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*And technically Zane if you include Ninjago: Decoded
**The same time travel logic sort of holds in Lost in Time, where the Ninja in the present are aware of the changing timeline after having been present for the Iron Doom's time travel. That being said, they are also still affected by the changes in the past (Zane reverts to his pre-rebuilt state when Ninjago's advanced technology is undone).
***It would have been very easy to twist that wish into no one having ever found the teapot, that is, Captain Soto would never have found the teapot, but whatever.
****I think it’s possible that Nadakhan didn’t twist Jay’s wish because it was from the heart, but that’s totally unrelated and not based on any actual evidence. The Ninjago wiki seems to think this: "Nadakhan, being hit with the venom and with Jay’s wish being pure, has no choice but to grant it" [emphasis mine].
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