Zhen Mountain Therapy might refer to human experiments, while the contents of Insanity Prison and the Doll Costume Shop exceed the game's setting.
If the stories between the venues are interrelated, then what's happening in Museum City isn't just the disappearance of people. Captivity, abuse, torture, and human experiments—these are likely the true facts hidden by the disappearances.
"For some reason, someone in Museum City is detaining a large number of people for human experiments. These people suffered inhumane treatment before their deaths, not solely because of the experiments. Given the themes of the venues, it could either be deliberate revenge or religious factors involved, leading to the victims being buried in the same place after their beheadings."
"Besides, they force the detained individuals to become pregnant, and the children born are also part of the experiments."