I think that maybe Niki do exist, but outside of Kumon-mi, because Kumon-mi is an artificial place:
So, for a while I've thought that it's weird that every character in the game has to have a fucked up backstory, it reminded me of Angel Beats, an anime where people that had a miserable life were put in a world where they could live the life they could not when they were alive or something.
What if this is the same? But kind of different, maybe they are in this world not to be compensated but punished, punished for commiting suicide.
And so Niki does not belong to this world because she lived, and because she does not belong there, a shapeshifter take her place in order to, well, punish sensei in the future.
Same with Chinami, being maybe the way of punish Chika idk.
It's a theory still on early development that I know has a lot of holes and that still does not explain a lot of things, but I need to give a reason to why everyone have such a misersble life, and also would made sense with the Niki part because, yeah, a convenient childhoodfriend slash exgirlfriend who's also an idol who never gave up on Sensei after all those years? Lets get real