The Caligula Effect 2

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In The Caligula Effect 2 a virtuadoll named Regret has created the world of Redo in order to save people from their past regrets by unknowingly imprisoning them in a simulation. However, this "paradise" is shaken to the core when a virtual idol named X breaks into Regret's virtual reality and restores a high school student's memories of the real world. In order to escape Redo, they re-establish the Go-Home Club, a resistance group that seeks to fight against Regret and her enforcers, the Obbligato Musicians.

Source: IGDB