"To the area outside of your dream," stated Shadow, stepping towards the front of the building. Clearly leaving the dream meant leaving the library, right? If he left the general area, surely they'd wind up somewhere completely different.

He partially hoped it would be his dream, but after a run-in with a certain Ocelot, he was unsure how much he wanted to go back...

"If we leave, you may revert to your average form."

It made complete sense to him. Logically, that would happen, wouldn't it?