Mike isn't the only one to have seen the nightmares if UCN and World are in the same universe. So there are several hints scattered about that UCN has some ties to World. Some of the World enemies appear as Easter eggs, OMC is shared by both, and so is DD. We don't know who's involved in World (the clock ending seems to point imo towards whoever is possessing the yellow plush in 4 and / or Charlie), but we do know that the nightmares are almost all included, except for one who's not canon in 4. So whoever is the protagonist in World knows of the Nightmares and can summon them both against World enemies and against the mysterious UCN player. 