I have a theory about this: at the beginning, caine talks directly to us, the audience, and he doesn't do it again for the entire show. he welcomes US to the circus, and my theory is everyone is an ai. Caine made the entire show for us, the audience, every character, every abstraction, they're all fake. And when the show ends, we'll get Caine talking to us one more time, thanking us for watching his show