My compulsive need to theorize about every series I like made me write this.
If we are to assume that the final shot of the episode is truthful, it means that TADC isn't a Sword Art Online-type situation. The real Pomni would be slumped over on the desk still wearing the headset if it were.
If Pomni was magically sucked into the screen her VR headset would be on the floor or dangling off the desk. Instead, it's sitting neatly to the side on top of the desk.
The last possibility is that the Pomni in the circus isn't the human Pomni. She's an AI copy of her mind. A memoryless digital construct of her personality created from the real Pomni's brainwaves (or some other sci-fi explanation) read by the headset.
Think of what a circus is. You don't play a circus. You watch a circus. TADC could be a prototype game or game show where the players and audience watch digital copies of themselves. Pomni being a digital construct of a real person would explain quite a few things.
-It'd explain why she has no memory, not even remembering her name.
-It'd explain why there is no body connected to the VR headset and how the headset itself is placed on the table to the side rather than being on the floor.
-It'd explain how some characters have apparently been there for years as time could flow much faster for digital constructs.
-It'd explain why they don't need to eat or sleep.
-It'd explain why they can't leave.
Caine, for all his Caineness, does not appear to be actively malicious. The characters can feel pain. There are far more effective ways to make them suffer if suffering is his goal. So if Caine isn't evil and is clearly aware of the outside world based on the mock exit he creates, why doesn't he explain everything to them?
It might be because there genuinely is no exit. To reveal that to the characters would necessitate explaining to them why there is no exit, and the revelation that there is truly no hope because they never physically existed in the first place is the type of knowledge that risks making them all abstract.
-Just some thoughts after watching the pilot.