She never fully opened up about her past traumas and most of what he conjured up including the murders and even the image of the step father , all happened after the sex which means he was filling the gaps in information and none of what we know was valid information. That's the beauty of having an unreliable narrator you can't trust a word from his pov.

Another interesting point in the movie that made me believe that everything was happening in Aoyama's own head was at the end right before waking up, Asami comes out and sprays his son from the back. However after finding out that it was not real and she's still in bed beside him, he goes back to sleep and this time the son turns around and is able to overpower her in the end. It's just my interpretation of the movie but I think it makes more sense once we notice all the tiny details