CatParty said:
his fantasy world is no longer a happy place. it's all just fantasies of paranoia.
A fantasy world doesn't have to be objectively pleasant, just preferable to whatever reality presents. He is drawn to his paranoia because it makes him feel like he understands what's going on when he doesn't, and like he's significant to someone (even if it's just enemies) when he really isn't. The imaginary war he's fighting is unpleasant to him, but reality is far more terrifying.
Chris doesn't actually believe he's seeing Sonichu or anything like that. He doesn't hallucinate. His imagination is like that of a little kid - there's a good chunk of his cognitive process that knows what reality is, but he hasn't been trained to ingrain himself into reality like normal adults have, so he just decides to act as if his fantasy is true because he likes that better. He knows it's a fantasy but doesn't care, I guess. The difference is not important to him. It's a lot more difficult for a mentally healthy adult to call reality unimportant even if they wanted to dive head first into a fantasy realm.