"Imagination is the workshop of GOD." - author unknown. Seems Legit.
EDIT: Emily-sensei suddenly entered Deep Shit territory on Page 19; protag-kun seemed to have his confession rejected by some girl named Tachibana, goes off hiking into the mountains afterwards. As someone suggested, it's not inconceivable that, in reality, he slipped, fell, and died, and his last memory is his own cat-girl harem fantasies.
Even if it could be argued that he has at least found peace, I say .....
It’s actually pretty decent of the cat girls to not lie to him but tell him directly what they know about his situation. And the girls kissing each other was great too...
Certainly an accurate title. He truly is in Shangri-la, that is to say...Paradise.
What a lucky guy. A cat girl harem literally made manifest from his fantasies? It doesn't get any better than that.