Logically, to pursue the relationship makes no sense based on implied social relations and contracts. Unfortunately, people are not always satisfied with what they settle with in life. Greed, desire. These things are like chains keeping us tied to our fears. The lyrics imply he is afraid to just fully trust and put himself out there. That's why this song is cool, because in this alternate pretend make believe wonderland constructed through art, he can express this alter ego persona of his. Xd.