I don't really have any answer DH. Accept that I think our brains and world are really complex. Consciousness is way too complicated for us to understand, yet we have been gifted with it anyways.
I used to have a whole fantasy world, and I don't like the word fantasy, but I created a whole bunch of friends, and me's and I would live in that world most of the time when I was awake. Some people would say this isn't a healthy thing to do. But I did it as a way to cope in the world I was in, and it did get me through. Maybe it is what I needed to at the time to get through. It had a purpose, it did a function, so who is to say it was wrong.
In the case of Dissociation, or even to the extreme of did, it's pretty subjective, even in the psychiatric world. No one seems to be able to agree on a lot of it.
Why you do this, who knows, well you might, but I doubt anyone else would have the true answer to to that outside of an educated guess which could be correct or not. Does it bother you, or are you ok and comfortable with it? I wouldn't see a problem with doing this unless it was impacting you in a negative way. Sometimes it seems like things only start to bother us when we start to realize it is unique to us. Or it doesn't seem to be the norm. When we start to analyze them, well that's one gift of consciousness.
Sorry, I don't have any answers to this, see. But if it is bothering you I hope you find out what you want to know.
Do you have any ideas about why you do this, or when you starting doing this?