Nathan Fielder has actually done a real life, comedy version of Inception on all of us and we’re all laughing the whole way through despite it being a ruse the whole time.
One layer is that Fielder told a great late night story on Kimmel.
Another layer is that he fabricated that story to have an interesting story to tell on a late night talk show.
A layer within that is that he would feel guilty about outright lying about said late night talk show story, so Nathan opted to stage every event in the story to happen to him.
Another layer down from that is Fielder explaining all of that to Seth Meyers and then asking to get more mileage from the story by retelling it, pretty much word-for-word.
Plain and simple, it’s comedic genius at work.