Differential pair on a PCB region without a reference plane
? It couples only with each other?

Capacitance is computed by a product of the inverse gap and trace length, so increasing the gnd plane gap reduces common mode C, while differential mode C exists with it’s gap and length to each other.
With a gnd pour, the common mode C coupling per cm = 1 to 2 pF/cm (ballpark) when copper poured with a gap same or smaller than Trace width.

consult Saturn PCB design.exe as this is a complex function.

By raising the CM impedance together with the PHY Balun transformer then there is less ingress from CM to DM from differences in the CM capacitance.
So by reducing Ccm the tolerances of mismatch have less impact on ingress by impedance ratios of error in CM impedance to trace DM impedance.  However this also compromises EMI egress so the traces ought to be matched impedance over the spectrum of signal either 100MHz or 1GHz depending on speed.