Huge ass theory here that may not even matter here.
So let's see.
So far the EPs referenced these works from Trent Reznor
Down In It - Found In "Less Than" with "SHUT UP" being delivered in a samilliar way.
Reptile - Found in She's Gone Away with lyric from Reptile being in the lyrics sheet and The Downward Spiral being the background for the physical component
Still - Not The Actual Events Artwork
How To Destroy Angels - Referenced in "Burning Bright (Field On Fire) and "Less Than", Burning Bright includes a line "
I can't tell if I am dreaming anymore" which can be also found HTDA'S "We Fade Away"
Less Than: "Welcome Oblivion"
Year Zero - Back of the cover art for Add Violence "The Presence"
The Deviants - Back of the cover art for Add Violence "Deviant"
Mr. Self Destruct - Back of the cover art for Add Violence "Self Destruct" (debatable, as the word can have a lot of meaning)
Pinion - Back of the cover art for Add Violence "Pinion"
This wold be very straight-forward Year Zero sequel, yet these references are pretty damn scary, what if this trilogy of EPs is about a man whom realizes his entire life was a lie and under control of a machine and these EPs are his path to realiazing that? Perhaps ran by goverment, most likely.
It does not seem to be centered on the world, but it seems like only an invidiual is being mind-controlled, no, not even that, he is not being mind-controlled, it seems he is literally strapped into a machine and being in some sort of simulation.
With this in mind, let's look at some lyrics and other things that seemed unclear now.
Branches/Bones has a chorus that states that the protagonist recongizes the place he is in, this could mean that the machine is making him go through the same journey and he starts realizing it.
Branches/Bones in the lyric sheet has bunch of words, in there you can find "Please go away from here" and "I don't think you're supposed to be reading this", this could mean that the protagonist is becoming aware that someone is watching him, his struggles, in this case, it being us, yet he is slowly looking into our world and he is directly adressing us.
Same for "Less Than" where 4th wall break happens in the lyrics sheet once again.
Dear World is very clear with its idea of being locked away, he bluntly tells us he is locked "inside of here" with people "who are not here, all the way" meaning all the relationships he ever had are fake, this puts the line "Yes, everyone seems to be asleep" into a different perspective, as it could be his way of saying "no one is real"
The Idea Of You, he starts recongizing the fakeness of the machine and tries to break free, yet there is another voice that tells him that he is only telling himself this
"NONE OF THIS IS HAPPENING" are his screams of terror, perhaps reminding himself that this is not real while the other voice is trying to keep him in check
Towards the end, he may be breaking the 4th wall once again, actually speaking to us.
Can you hear?
It gets so lonely in here
Burning Bright seems to indicate the realization that everything that happened (as in, entirety of NIN discography's story line I guess) was this stimulation and he is breaking from it....
....
but not really, due to the ending lines. This could point us to the fact that this is a loop.
"I can't tell if I am dreaming anymore"
He isn't really free, him being free, perhaps was a part of stimulation, he realizes this and then he ends up back at "Branches/Bones", he realizes that he was in this exact same place before.