[He can roll with the other man's coping mechanism, he had no proof himself that this wasn't a dreamscape, except for the simple fact he couldn't break free of it if it was.

Considering that he didn't know of any dreamers who could be so strong as to hold him against his will inside a dream, he's more inclined to believe that this is real and something is responsible for taking him from point A and dumping him into point B. Though the moment he learns how to return to where he should be, he'll be doing exactly that.]

If it is merely a dream. What would be the harm then in treating it as such until you wake or find the evidence you desire that it isn't? You're free to do whatever you choose aren't you?