The taxi is the one behind it all. It's obvious really, since the taxi is the one to get you to the
clinic and out of the clinic. The taxi also appears in Ohio, which will become relevant later.

At the end credits, in the background, we see a lot of liminal images, most of them are related to cars in some way. Why is this relevant? well I believe that the taxi has kidnapped you in order to test brainwashing technology or drugs. The taxi was waiting for you for at least 3 hours, which doesn't make sense, but I believe that this is because you actually didn't go to any clinic at all, you were just in the back seat of the taxi eating drugs/technology.

This would make more sense, since you eat a trophy once, and eating a trophy would sound very similar to eating a piece of technology, therefore we can interpret the eating of the trophy as your brain making sense of you eating a piece of technology.

How do the gumball machines factor into this, well that is where the "brainwashing" factor of the drugs/technology comes in. The taxi was brainwashing you to have an obsession for gumball machines.

Also the radio in the cobble area says that you may be here because you ate a lot of batteries.

Now, you may be asking, "Why did you hallucinate a therapy clinic of all things?" Well, I believe that the reason why is because you were kidnapped while you were going to a therapy clinic.
And the reason why was because you were "hallucinating" a taxi following you at all moments.

They weren't hallucinations.

And how does Ohio factor into all of this?
You live in Ohio, which may be the reason a taxi kidnapped you to test brainwashing technology/drugs.

Now the only things you will see will be hallucinations for an unknown amount of time.