Anyone with at least some knowledge or interest of the occult and/or how astral projection works will likely come to the same hypothesis given the stuff we've learned so far (i.e. Playing Eternum feels like a 'vivid dream,' People like the 'Alien' creator has access to Eternum via dreaming even before Ulysses and the neural implant came into existence, Orion himself having accessed Eternum or at least came close to it via hallucinogenic substances (the shrooms back at the costume party) and by dreaming (the most blatant evidence being his "first bleeding" event, the second being him finding himself at the Collector event) - both being legit ways on how to induce an out-of-body experience and therefore create an astral projection).
Playing OIAL might not tip off someone regarding the matter (though IMO the final event of OIAL 0.2 has the biggest foreshadowing/connection to the stuff happening to Orion in Eternum so far), but the mere fact that it establishes some rules/stuff in the setting (i.e. the existence of magic (genuine magic), the supernatural, and otherworldly beings such as demons) potentially spoils part of the mystery surrounding Eternum IMO (and could potentially lead someone to speculate that supernatural shenanigans are once again afoot in this new tale). But then again, that's the inherent issue with setting titles in a shared universe, in that you can't just ignore stuff that has been established in the early title in order to maintain consistency.
However, history has show that there are ways to circumvent that. I personally think that M. Night Shyamalan - for all the flak that he gets for his writing - pulled the shared universe thing well with his 'Unbreakable' trilogy by revealing the second film's connection to the shared universe only AT THE END of the story, and I think Eternum would've worked better as a mystery VN had it been done that way. Then again, not everyone is into the occult or has played or is interested in playing OIAL (yeah I've seen some people dismiss playing it because of the dated visuals or have given up playing it because of the rough first chapter), so it's those players that are likely to become surprised/have their minds blown if the established rules and elements from the first game start showing up in the story, even if they are aware that this takes place quite some time after OIAL (since some of the supernatural stuff starts to happen once you get past the first chapter, and not many might have gotten that far).
