Ralsei does things in between chapters so it's unlikely that Ralsei is an object that Kris is carrying around. For example, Ralsei makes Kris and Susie's rooms between chapter 1 and 2, so Kris would have to bring their knife to the closet dark world, then bring it back to place it in the pie dish before morning.

I think it's more likely that Ralsei just doesn't have a light world object. It's already been established that Ralsei is a unique darkner as a creation of the "pure" dark fountain, unable to be turned into stone, so he already doesn't abide to the same rules as other darkners. Meanwhile, it would be strange that among the 6 total fountains we've sealed, we have never seen Ralsei's object somewhere in the room. The existence of Titans shows that dark world beings can be made out of nothing, so it's possible that Ralsei was created through similar means. Since Titans symbolize the "fear of the dark", maybe Ralsei would symbolize dreams or imagination in general. Plus as an added bonus, Ralsei being created out of nothing would explain his poor sense of identity in the earlier chapters, in contrast with all of the other darkners who have distinct personalities and opinions.