[quote=@Prince of Seraphs]
<Snipped quote by Scarifar>

It's his job to infiltrate various countries I would assume based either on a paycheck or the will of the government. Going from "I know when I'm outside my home country" to "I am clearly in another reality" seems like a massive leap.

I don't know much about TF2 but separate maps don't count as alternate worlds for our purposes unless they are literally on a different planet or another dimensional axis.
[/quote]

Alright I edited my post. 

And in TF2 lore (and different maps), Spy has been sent even to different worlds on multiple locations. Specifically, to the Underworld, to Hell, and even back in time (Medieval times). All of which were caused, directly or indirectly, by a wizard named Merasmus. So, it wouldn't be that far off for Spy to think that he'd been sent it another world, but considering that this time he wasn't on a mission, it might take a bit longer for him to realize that.