Long before Annan entered the "Great Hunt" nightmare and encountered Philip from years ago.
Annan sensed something different about him.
Philip had said to Annan...
What he pursued was "youth."
Annan had asked him, "Is it eternal youth, or immortality?"
And Philip, without hesitation, made the choice of an adult—
"I want both."
He said so.
Prince Philip then whispered, "I do not want to grow old. It's something that once experienced, one never wants..."
His words were then interrupted by fireworks.
Annan did not have the key to enter that nightmare—his entrance was through the random selection of the "Radiance" series, and he had already decrypted it 100%. It was likely impossible for him to enter again.
The nightmare also had a "reminiscent" nature, ensuring that the events he encountered were those that had actually happened. Going inside once more would be very difficult.