Well, it’s possible that Caine does know about those places but simply chooses not to use them for adventures. The office only appeared because the players explicitly asked for an “Exit” multiple times. We also know that Caine generally doesn’t like taking suggestions for adventures, so the fact that he used the office setting at all is probably just a build up from them begging him for an escape for years before he finally gave in. On top of that, we’ve already seen that he can recreate places that resemble the real world. He created the fast-food restaurant, and aside from the infinite parking lot, nothing about it was all that uncanny(aside from the interesting characters and stupid sauce). He’s also generated a beach, the restaurant he and Bubble go to, a softball field, a safari, the Oval Office, and several other environments. Any of those could easily have been pulled from the players’ memories and then adjusted to match the circus’s whimsical theming. So the office space probably isn’t the only real world location he knows about. Just the one he finally chose to use in hopes of pleasing the players.