Paul Farquhar
Legend
Directed Dreaming exists.You’re also not in control of nightmares either
An air of unreality is an important element of the Gothic genre (including Romance etc as well as Horror). That's the point of using Ravenloft rather than putting your horror/grimdark story in a more "real" setting. It's much more horrific if your pod people are taking over Baldur's Gate, but it's more Gothic if it takes place in a land of mists and unreality. Literary symbolism is important in Ravenloft, and the mists are a symbol of uncertainty.