@AlexEliot - well, there are options.
1) God (possibly Marshall) heard his wish, and made a parallel world based on the game.
2) Any work of fiction is, in fact, a reflection of some fictional world accessed through extrasensory ability called 'imagination'. You can get reincarnated there, but there is no guarantee the information you have is perfect.
3) MC is dreaming.
4) MC is put in a machine that makes him think he's in a fantasy world, to help him regain his memories. The world is created of his disjointed memories and data received from the game he last worked on.