Astute readers may recall that the last time the comic visited Bob, he was stuck in a demi-plane, with his shoulder devil and angel as his only companions. And while said companions are unable to help Bob escape, they are able to conjure just about anything, and that includes an imaginary Acapulco environment and whatever fictional creatures he could want.
Of course, Dr. Wily has no way to know this, so as far as he knows, Bob is stuck in an empty hellscape, slowly going insane.
By the way, those Final Fantasy 7 sprites were stolen from KittyKaboom's comic, Dysfunction. The one on the left is, of course, Tifa, with Yuffie and Aeris/th on the right.