You're not alone in that regard.

[ as he looks around the city-scape, with a quiet frown. ]

This is home, to me. Central, in Amestris. Obviously not real, if you're here. [ his eyes wander to the street signs, to the buildings, to the cars moving down the streets. ] But close enough to being real to confuse anyone who wouldn't know any better . . . it's safe, here, in comparison to most places in Amestris. You'll be fine as long as you don't wander off.