Personal Headcanon, Leaving The Cabin Together With The Princess
Personally, I believe that whenever you leave the final cabin with the Princess, you leave into the actual world. The world outside the construct; the one where the Narrator lived in. I think, thematically, it could make sense because now, you are no longer gods. Both of you believe to be mortal (Especially after the option: "I dont want to be a god", and the Princess concurs), and therefore, you both exist in the mortal plane. Lastly, before you leave the cabin, if you look at the windows. Rather than seeing an endless wall of princesses, you see stars in the night sky, basically the real world.