[It's hard to understand for him. Because the Empire's version of science just... isn't there. Well, there's alchemy! But that's only good for creating monsters like him and failed monsters like the Lamia, so. On the plus side, the steel colossus looks a bit similar to a large hadron collider?]

Yes. Meaning two possibilities.
Somehow... we're duplicated... and copies of us have been sent here while we're still living our lives. Or, time itself has branched, and we're both missing in Imperial Whitegate, on two separate branches of reality. I honestly don't know.