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In another interview with Lizzy Goodman posted on nin.com, Reznor explains the trilogy’s concept in detail:
<blockquote>"But to be clear, the record isn’t about Trump, it’s about making sense of the world. The first record, ''Not the Actual Events'', was more of an internal fantasy of what if I lit a match to my life and just embraced burning the whole fucking thing down. You know? All of this is an illusion and I really should be dead or lying in a ditch somewhere. Who I ''really'' am is an addict that self-destructs. That’s my true nature and this is an illusion and some borrowed time. It wasn’t a pleasant thing, but it felt like, that’s a story to tell. And if felt like something I needed to internally process.
And that supported other things that were interesting to us like aggressive music and a sense of the self-referential, looking back at other albums and pilfering bits of the art design to confuse people and also because I was thinking about those records. To try picking up a guitar, which I told myself I would never do again for whatever reason and finding, you know what? It sounds fucking good. Listening back and going, you know what? That was a good song from 25 years ago, it’s not bad to play something like that. There are no rules. That was the first record.
It wasn’t fully mapped out but it was meant to feel like if we broke up one big record – if it was Downward Spiral, which has acts, if we do an album like that, but release one act at a time, it will be more immediate and the level of adrenaline and momentum will be higher. And maybe it will be consumed in a way that feels more digestible to an outside world that doesn’t have long attention spans anymore.
With the second one, ''Add Violence'', the idea was, loosely, to zoom out, to be more global and to imply that maybe we’re all in a simulated reality. And that might introduce the concept of meaninglessness but also provide a safe container to explain why everything feels off.
By the time we got to the third one, we had an idea in mind but it felt … rehearsed. Predictable. In the end, what felt true was to say that we as a society and as a species are probably an accident, a mutation. Really what we are is fucking animals. And the illusion was enlightenment. The more we’ve connected with each other the dumber we’ve gotten and the more we decide we want to kill each other. We’re not some elevated transcendent beings, we’re bacteria in a jar. I wanted the art direction of Bad Witch to feel like shadows on a cave wall and we’re trying to figure out what it is and really there’s no nice, clean, safe scientific explanation. We’re just an accident. String theory and quantum physics is a fucking trick. And we’re not going to suddenly elevate ourselves into transcendent beings. We’re kidding ourselves. I know this will be an unsatisfying conclusion for some people. It isn’t what they want. They want it to be full matrix virtual reality, and this is the opposite of that, this is dirt and a broken computer chip and everything you believe in is really just bullshit."</blockquote>
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On May 19, 2018, at "The Physical World" ticket presale, an exclusive listening station was made available for those in attendance. It gave fans the opportunity to hear the songs "Ahead Of Ourselves" and "Play The Goddamned Part" before the album's release.