Well, Right. I mean, that part I got
(That Tim is basically making unwanted advances towards this woman, thinking he is "rescuing" her in his own head. He thinks he is rescuing a princess from her castle, but really it's just a woman in Manhattan.
Although I don't agree that the tory from worlds 2-6 are made up or in his head. Basically we spend the entire game reading bits about a failed relationship, and about people's sense of personal identity, and it seems like it's building to something, but then... the ending seems unrelated.
The puzzles you put together also seem to be showing little windows into the rise (and fall) of a relationship. I don't believe that all that was just in Tim's head.
Plus, towards the beginning, one of the storybooks talks about how Tim leaves the relationship he's in to begin the pursuit of the princess... I don't claim to have all (or any) of the answers, but at this point, I don't accept that the story in 2-6 is something all in his head.
Maybe I'm just not smart enough to "get it," because I still basically have no clue.