There's no explanation as to why Hydaelyn isn't responding to the the Echo blessed Scions any more. It's speculated that she is getting weaker, and due to this she is unable to provide protection to the Hero of Light (possibly as Zodiark is getting stronger?) However one thing that confuses me is that only we have the Blessing of Light... right? Then why is it that by us not having it, all the Scions are effected (I won't go into detail of this, as that's a spoiler for later).

I believe by removing the Blessing of Light, Midgardsormr is testing you, to see if you can prove that you can accomplish feats on your own. The whole battle against Ultima Weapon was victorious solely because Hydaelyn gave her power to strip the powers of Ultima Weapon. Had she not done that, who knows how the battle would have gone. So for this reason, I believe Midgardsormr is now following you (as a Minion), to see what you can do on you own - and whether you're able to live up to the expectation that Hydaelyn put upon you.