This is just speculation but... occasionally people show up to this world who are already familiar with it to some degree. They say that Pokemon are part of a famous video game in their world.

It's just made me wonder if there aren't some circumstances under which memories could be carried back with us. Maybe you never really forget, but you need something to trigger those memories. Arriving back in this world does it, but there might be other things that could do something similar. I feel that would be the most logical explanation for why this world does exist in a videogame in some places. Maybe at some point, someone who was in this world went back to their own world and they did manage to regain their memories of this world somehow.

[But now we are really getting into the realm of weirdo theories and thoughts.]