Because what if it isn't a dream? In dreams, you do stupid shit because you don't have control, but he clearly did. "I thought this was a game or a dream so I did whatever" is a weak excuse. His reaction is more like a dude lost in a foreign city than someone warped to a different world, clearly 2 very different things.

That said, this can be explained by his fantastically low intelligence, which is the most unbelievable thing.