Anything that’s set apart from reality is a paradise for him, because it’s something that belongs to him intrinsically. It’s the only thing he can control, and he can make anything he wants or be anything he needs in the expanse of a single thought. He can be ridiculous without being ridiculed, and in this world he’s the one and only real magician.
Some say it’s just a fancy way of running away, but he’s too far gone for their words to touch him. So he keeps swimming in these holy waters, and wonders when he’ll reach the shore again.