Jon seems to be the only human being in his world. We see him talking on the phone a lot, but never actually see the other side. And considering that in most strips he talks either to himself or to imaginary friends, it's possible that the phone conversations are one-sided too, and he's merely imagining the other side of the conversation. Even at the very rare occasions when he's seen around other people, they disappear the moment he turns his head, so they may be figments of his imagination too.
His main problem is not that he's a loser with a depressingly boring life, but that he has no concern whatsoever for other people. His wacky antics would have put others in danger and pain if there actually were any others. He also can't go to a therapist because, literally, There Are No Therapists (when he's seen talking to one, it turns out to be All Just a Dream).
And while there is appearance of time passing (Jon celebrates holidays), the timeline is murky at best, with days being arbitrarily shorter or longer (Jon sometimes complains that the day took forever or is seemingly endless), and the periods between the holidays are not plausible or consistent, either.
Here's a theory: the Powers That Be put Jon in a pocket dimension where 1) he can do no harm, and 2) he will have all the time in the world to rethink his life. He's denied redemption because it would first require admitting that he was wrong, and he never does. He talks a lot about how his life sucks, or about rethinking it, but he never does. When talking to (possibly imaginary) women on the phone, he keeps insisting that what happened was their fault and not his. He doesn't even see women as human beings with their own independent thoughts, he's just obsessed with getting laid, no matter the cost — which just perpetrates the vicious cycle, as both his zany schemes and his shallow ideas about being a macho man whom "chicks dig" invariably end up backfiring, keeping him firmly in the clutches of depression.