You were the one who brought up the question of hallucinations.

[He takes note of that trick, but doesn't address it. Yet. Even a mystery nut like Shinichi would take the time to get dressed first. He takes the time to duck into the bathroom for a few seconds. When he steps out he is fully dressed in the most formal of the clothing Marco had brought.]

And Sherlock Holmes once said this. There should be no question that the human mind cannot conceive of an explanation for.