Short version is that this local area - probably the whole of the city - is part of a problem where this world's reality is unstable and pulls things in from other places. This one causes the city above to burn every night, as I'm sure you saw.

[The various descriptions he's gotten so far, and his own witnessing, have been largely consistent on those points. So he doesn't feel at all bad about presenting them as probably-fact.]

Other parts of this world are the same on the unstable reality front, which is why there were already people here before us.