"Somewhere in Idaho, maybe?" She says in a clearly teasing manner, quickly following it up with her actual answer. "Nah, can't say I know of "Midgar" or this ShinRa you're talking about."

Doesn't sound remotely like any place she's ever heard of, and definitely no company she's ever heard of if he's saying it like she should know it. That's alright. He could be from some other Earth, or maybe further ahead in time than she is.

Sometimes these things happened in the Entity's realm. Could happen here, easily enough.