@Meridis not exactly. My guess would be in his sleep, he create a barrier that emulates them... It's his pain trying to ran away from reality, but he himself know that it was just an illusion, hence what they say at the end...
Ok, This series have too many naked girls and the magical girls right now is just watching from the sideline when the "evil team" is having a civil war
I missed my M Magical Girl...
@PandaVinChan technically, they are not "Magical Girls". They are the forces of Evil