Maybe the butterfly is trying to tell Nickel that he should listen to Balloon. Even though he said that the butterfly didn't do anything, by following Balloon, it made Bot get courage to talk with The Floor, which ultimately made them win.
The butterfly, after not being able to catch the Floor, flew towards Balloon, who's projecting onto the butterfly. Is this supposed to mean that Balloon *means* something to Nickel?
Like. This is a representation of Nickel's luck. And it's sticking to Balloon's side? And even Nickel mentioned how this butterfly reminds him of Balloon, like...