In a world where science wasn't even that great yet, I'd guess that the concept of parallel worlds was practically unheard of. Maybe some nutjob had some semblance of an idea about it, but nobody sane in this world would even think about proclaiming that they're from an entirely different reality. And clearly, Lise was one of these sane people.
"I-I don't follow..." she pouted.
To be honest, I wish I could just let her keep thinking that I was speaking in riddles again. Not that I did it frequently, but it'd probably better for her overall sanity.
"I already died, Lise," I wistfully smiled as I placed a hand on her soft head. "I was a twenty-four-year-old man when I died. And I was reborn into this world with my memories practically intact."