Why would you think it is a dream? Though I may understand why (especially the part about teleporting to another dimension or Syahata's using guns, although she's just a schoolgirl).
Viewing post in Syahata's bad day(v1.0.5) comments
I say it's a dream because when the game ends, the photo appears that represents the ending, it says END but in the photo the protagonist appears sleeping while hugging a pillow, the scene of the photo is a normal room and from her expression and clothes she doesn't She looks like someone who was in an apocalypse, which in my view suggests that the whole game was a dream and the end would basically be her waking up.