Jon Jafari is in purgatory for most of his series.Before Jon died, he was in college taking classes in Comedy & Arts. It was during his school years that be produced two videos as school projects: both of the Malkovich videos. The first one was probably his senior project, Malkovich's Gaming Guilty Pleasures, as it is less graphic and disturbing than its sequel. After all, it doesn't involve deer penises and cross dressing like the second one, the one made with his college roommates, Malkovich's Game Show. He originally aimed for Malkovich to be an alter ego of himself: the comedic, rash and crude side of himself. During his production of his second video, probably for his comedy class finals, Jon died, and the resulting video you see is probably a hallucination of what he wanted the video to be like, making Malkovich's Gaming Guilty Pleasures the only video he ever made while he was alive. The hallucination ended however with the revelation that his roommate was a reptile or something, and Malkovich wipes off the mustache, escaping in a spaceship ala Heroic Sacrifice esque scene. Notice during the scene Jon has his arms crossed with his eyes closed in a nearly sarcophagus like pose, symbolizing Jon's real life death.
At this point, Jon is now in purgatory, being forced to play video games and make videos about them. As his videos go on, he slowly loses more and more of his mind and his comedy gets crazier as a result. He gets so delusional, during some of his videos he actually starts to realize hes in purgatory. Look at Monster Party for example, particularly 07:53. He starts to undergo the realization hes dead before he snaps out of it and returns to his experience in purgatory. Another example is that in Aquaman: Battle for Atlantis Jon starts to question whether "am I in hell yet?" It should be also noted that in the Goosebumps Part 2 video, he also proclaims hes a ghost as part of a joke by sheer coincidence. Also, the demonic cartridge in Mighty Max was actually real because they were both in purgatory.
After his Season 1 finale, Space Ace, Jacques proclaims his "return" from Vietnam, however what actually happened was that Jacques died in real life and reunited with Jon in purgatory. Notice Jacques appears to have aged since his last appearance. Jon has already realized hes dead, but only subconsciously. In fact, from this he starts to desire immortality, seen in the Hercules episode, or more symbolically, he wants his life back. After many trials, ... he doesn't get immortality.
And to top all of this, here is perhaps the best evidence of this theory.
- Yeah, but where's the fun in that?