Warning: those who haven't played or watched a dusttale gameplay may get confused.

Ah yes,  my brand new theories,  I was taking a shower when I was elaborating them. 

First theory. 

As you kill Dust in the game,  he starts to say that he's gonna remember everything that happened when all of the sudden his memories get 'deleted' making him confused and panicky,  that's a sign of Athazagoraphobia,  aka the fear of forgetting or being forgotten,  but that's not all,  he starts to talk about how he's gonna repeat the same timeline over and over to a point where he starts 'crying',  literally CRYING,  only cuz of the fact that he's gonna do the same thing over and over,  that's how you can tell there is a sign of Monologophobia,  the fear of repetition. 

Combining all those facts together we can tell that Dust suffers from Athazagoraphobia and Monologophobia. 

Second theory. 

As you enter the Lab you'll see some really messy scratches on the walls saying something like "Where is the key",  I don't really remember but eh,  the question is how did he scratch the wall that bad? His fingers,  he used his fingers,  he didn't have anything sharp with him and even forgot the knife at Toriels house,  +  there are several people who draw murder sans with really sharp fingers. 

Long story short,  Dust has really sharp fingers. 

Third theory. 

Okay this connects the second one a bit but meh.  At the lab you'll find Alphyss key behind a mettaton poster that directs you to the locked door, when you start exploring the place you'll find Alphys in a room with a big generator or whatever that was and even Dust,  how did he get there? He was stalking you,  as you found the key and entered he followed you silently. 

Long story short,  Dust stalked you. 

That's it,  lemme know in the comments if you have other theories about the fangame. 

Old theory :

If you want any proof look at this vid.