Kirk got in that way, so did Guinan (sort of).
I like the theory that the Kirk which Picard meets in the Nexus is just another "echo" like Guinan. If returning to Veridian III and saving the day is truly Picard's most heart felt desire at that point in time, then maybe the Nexus provided it... along with an ally to help fight (and make a heroic sacrifice) on his behalf. Picard's evidently still in the Nexus even now, living out some deluded fantasy life where he's an action movie hero (cf. First Contact, Insurrection and Nemesis), while Kirk really did die saving the Enterprise B.