The dream room doesn't show everything, mainly images and animation. The sequence with Anna is an interaction, not just a simple animation. I assume that is not easy to include in the dream sequences.
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Well, I hope the dev can figure out how to include it, considering they were able to include it in the game in the first place. They could put it under "Interactions", and allow the players to interact the same way they do when they unlock it. Theoretically easy enough, especially with RPGMaker doing most of the heavy lifting. I mean, that's what the Dream Room seems to be there for in the first place, to give players an easy way of viewing all the character interactions in the game.