I'll take my personal headcannon: 1st time u win is "real" rest are just non-stop waking nightmares made from entering a "Dream Dimension" (mentally only) & only that which u "take" or "aquire" in said place can leave with u Aethericly recreated into u'r inventory (The Tomestones were never really there.... NEVER! well cept whatever tomes u origionally got when content was new). If u fail said 1st try & have to re-DF well congrats u just palayed out a "What-if" attempt in u'r head using said "Alter-Mind realm" unconciously (to explain random gear u got from the half-run that u just go "Uh when did I... maybe at the market from that trader I can't remember?") & thus all those ppl u meat in DF (Be it pre-made or full randoms is just a crap ton of Echo users have 1 big ass shared nightmare... the PTSD is real & causeing memory confusion). as for the open world tele's NPC's explained that nicely, just we're "Special" & can do it way more than a normal person (normal non-echo ppl maybe 1 a week, echo users 4-5 a day, WoL's un-frigin-limited), I wanna know who's taking my Gil every teleport -_-*
What due u expect the the worlds most adept, fast-learning, rich, badass, God-blessed, ever-reviving Hobo... pure wide-eyed impossibility 24/7 with short bursts of Normality