It make sense if you think about it..
Maybe Neil isn't egotistical, maybe this is a movie about mercury poisoning and heat stroke. He eats nothing but canned tuna in the desert, maybe he is delusional.
shareI honestly thought this too. If you imagine his bragging about all the cool jobs he's had to be delusions, and the other people we see as either his hobo buddies or just figments of his imagination, then it makes a lot of sense.