As time goes on and I get more experience with the game, the creepier certain aspects of it's setting get. Ascension presented a world in which humanity were in Plato's cave looking at the shadows on the back wall, except for the player characters who could make with the shadow-puppeting themselves.
Awakening presents a world in which the entire world of darkness - including the Mages - are made entirely out of those shadows. The Mages just know that their entire existence is the hologram cast by the interaction of far-off realms they can never experience or understand.
. . .
I also like to openly speculate in character as npcs in my game about the way that the Abyss appears, by all evidence, to be in Astral Space, as do the Supernal Realms if only the Abyss could be crossed. the Astral worlds, sayeth the nMage line, are inside the soul of a particular person - it's upside-down as compared to the oWoD's high Umbra, with the lowest and easiest level being the inside of your own subconcious from which you venture out into the dream of humanity and then the dream of the world . . .
. . . That means that 1) The Abyss isn't real 2) Neither are the Supernal Realms and 3) Neither are the Watchtowers. Not in any sense that you might understand "real". They're positions inside the Human Soul. The Abyss isn't a place you can fly an Ethership across, it's a wound inside the soul of every man, woman and child on Earth - a flaw in the creation of Humanity.