This is certainly an unusual sight for Phantasy Star IV characters. Look at all those trees in the background. Did Motavia even have that many trees? I know this scene can't be taking place on Dezoris, so this has to be Motavia, the desert planet, right?
This piece is one of five, each featuring two Phantasy Star IV characters. They were created for the cover of SPEC #9, the final issue of the Japan only SEGA fan club newsletter. SPEC #9 was never published, though. As such, these pieces were "lost" until being published in the
Phantasy Star: Official Production Compendium.

You may view the gallery page for
To the Trees.