I can't throw the coin in the well. I can't use the lighter in the dark. I can't cover the rock with the clothe. All the things that make sense are impossible.
My theory on the story, is that throughout the game, time doesn't move. At the end, you're witnessing the beginning of the game, and "Orpheus" discovers that he too is a ghost, and that he didn't really escape hell. He didn't see himself as a ghost in the beginning because he was staring at the grave; he didn't look back.