"Actually, I'd been wondering if you were all constructs to occupy me," Gabriel said with a shrug. "It's be just my luck to wind up dead and then with universe full of people who aren't actually real. Where's the fun in that?"

Sure, he created them all the time, but he couldn't live in a world of them. Even TV-Land had only really been fun because of the element of realness--in that case, Sam and Dean.