Hm… Was about to say that I was just calling it the same way than Orion and the others, no matter how much more real than the others it is, even if the story looks going “all the other worlds are real too” more than “this one isn't either”.
But now that you put it that way, it could also be possible that the next screen just after the 7th chapter end would be the Eternum death screen, and thus Orion waking up in another world, not having been knowing he was “connected” at this time. That could explain some things, such as excommunicated players dying “in the real world”, as they're now not allowed to go in this one too. Then again, that would cause some difficulties, as Orion would need to come back there anyway. And Thanatos' situation would become really weird, I think it works better if he's dead in “the real world” but still able to wander on the others, than if he left one of them, back to the “real real one”, but then join again the other ones without coming back in the “fake real”.
Anyway, all of this is about setup and payoff: nothing in-game that I can think about gave us anything to expect such an issue, just as nothing prepared us to having wounds magically cured in the “real world” (even if we technically already know magic can happen there: Luna's vision, at least, is something magical, but that's not the same kind of magic there). For instance, the reason why I said that having Calypso saving Orion would be an elegant issue despite being a Deus Ex Machina is because we did have some setup about that (previous talk about the exit portals, and the fact she asked not to be bothered at the beginning of the chapter because she was feeling she could soon be able to reach other places).