Reality is subjective; that is the entire basis of the Madness. It would not work if the realities were shared, but then, if reality was shared, would there be any such thing as madness?
Madness string 1032
I also just realized that the first two seasons had him gain super strength, speed and weather control. Season one's climax was about summoning lightning. Once he gets the hammer, then all powers vanish. Not narratively, but absolutely no one displays any super attributes anymore. It's all about pointing menacingly with a tiny hammer.