Of course i, we, everyone who has gone through these states has thought about this.
However, you do not understand that state.
It is truly more real than real life.
You know it, like you know that you are awake.
And the world out there is not fake, imaginary, or in some way, created by your mind.
Things happen there that you could not imagine.
And they don't just happen to one person, people who have had similar experiences share a great deal of what they encountered as the same. Although it was different people at different times.
Basically, to believe you are imagining these things is to claim that you are insane.
And some people have. Just given up on sanity.
After these experiences, most people call this world an illusion.
That we are spiritual beings having a "physical" experience.