Like the quote says, this seems related to self-reflection. Since this is more based on self-image (or even self-imagination), then the connection we may feel to "the world" is only our self-reflections connection. Snce self-reflection is how we see ourselves, it's like we're watching a movie from a reel, with ourselves in the movie. The movie as a whole is the "world." We're but an actor in the movie, of many actors. We feel a connection to the other actors. The scenery, the plot, the script. But the whole thing is an image, or even a mirage.
Since we're basing our emotions off this whole 'movie,' we're not seeing, really seeing, it's actually 'we' who is sitting in the theatre, in a seat, watching the whole thing, interpreting what it all means. Seeing how we relate to the whole. But it's not the same thing as what's real, what's whole.
And perhaps when we realize we're watching the whole movie (world) alone, we are bleeding alone. When we die, we don't take everyone in the movie, or the scenery, or script, or plot, with us. Just ourselves.