Nanami is a patient in a mental asylum, and the entire PGR was her imagination and a reflection of her psyche; it was her own Wonderland. Haicma was based on her nurse, and the Commandant was based on her doctor.

PGR is an imaginary world created by Nanami during her childhood. It is located in Nanami's mind and a creation of her vivid imagination. Nanami is able to visit it even while in a hypnotic daydream as it is similar to a dream or a lucid dream.

Nanami uses PGR as a tool for exploring her shattered psyche and as a coping mechanism to deal with her mental health, which is usually known as "escapism." In this sense, PGR is Nanami's method of catharsis as well as her sanctuary being perverted, and it is up to her to heal PGR in order to heal herself.