Depositing pure titanium (Ti) onto magnesium (Mg) alloy via wire-arc directed energy deposition can produce high-performance components with superior specific strength. However, the formation of brittle intermetallic compounds and the instability of droplet transfer and arc plasma induced by Mg vapor significantly degrade both bondability and buildability. Although a mechanical interlocking strategy involving alternating two materials deposition could overcome these issues, previous studies have primarily focused on the mechanical performance of interlocked structures. The interplay between arc plasma stability, molten metal behavior, and the resulting structural integrity remains systematically unaddressed. Therefore, this study aims to clarify the physical factors hindering sound bead formation in ERTi-2-on-AZ31 and to demonstrate the effectiveness of a mechanical interlocking strategy. In the conventional strategy, ERTi-2-on-AZ31 deposition exhibited short-circuit or globular transfer, whereas one-drop-per-pulse transfer was achieved in ERTi-2-on-ERTi-2 under same conditions. This difference is attributed to a reduced electromagnetic pinch force and increased pressure beneath the molten wire, caused by Mg vapor evaporated from the AZ31 molten pool flowing upward against the Ti-rich plasma flow. Furthermore, higher arc currents generated excessive Mg vapor, causing molten ERTi-2 to scatter as spatter and preventing bead formation. In contrast, the mechanical interlocking strategy enabled the fabrication of ERTi-2-on-AZ31 components with internal ERTi-2 strut by maintaining arc discharge between similar metals. Sufficient penetration between similar metals ensured highly reproducible tensile results, with the maximum strength of 80 MPa. Increasing the interlayer waviness of the struts shifted the failure mode from strut fracture to strut pull-out.