Narration:
It occurs to Headstrong that it is possible she and the others are experiencing some sort of shared dream, with their appearances and personalities reflecting the content of nightmares or fantasies, or simply how they regard themselves. This would then say some interesting things about many of her companions... and herself. That sort of thing was more Gideon's specialty than hers, though.
How this might fit in with Roxie's assertion that this place somehow reflected some aspect of the real Sacramento, she has no idea.