Well the last story we saw him write was still sci-fi/fantasy (there was a tiny orchestra in the cabinet) with a touch of John Cheever and Richard Yates.
Given the rest of the voice over I thought the "tiny orchestra" was just a metaphor or title since the story really was about the angst of Pete and others like him. There didn't seem to be anything particularly "fantasy" about it. I thought it - and the new name - meant that he was heading into a more standard "literary fiction" mode which would seem to be not a particularly odd path. I think a fair percentage of writers and other creatives types did their time in ad agencies.