Finally we get the truth out of George. As is somewhat shown later, the story is that some time after the original hand-drawn comic had ended (had it ever started), some time after both Bob and George had finished college, the "powers that be" in their universe concocted a plan to send Bob to a parallel dimension whose inhabitants might have an easier time handling him. Of the many alternate dimensions their scientists had discovered, the Megaman Universe was considered as good a place as any. As for George, he was sent along essentially as bait, to lure Bob into going with him.
The thinking was that if the Megaman characters were unable to subdue Bob, George was to just abandon him in the Megaman Universe and seal the portal behind him, trapping Bob permanently and saving their home dimension at the expense of Mega Man's.
What a bunch of jerks.
I suppose, given the eventual explanation of parallel universes and what-not, George should probably say "this universe", not "this comic strip", but they were so busy breaking the fourth wall around this time, I think it can be excused. Besides, while George might have originally considered the Megaman Universe a separate dimension, he probably picked up on the idea that it's a comic strip after talking to Mega Man for so long.