I've decided to ignore what happened to Kirk in Generations because the tale doesn't make any sense. There's too many plotholes to justify anything happened in the film. Kirk is killed trying to save the Enterprise B from the energy thing. Guinnan mentions no one can escape from the Nexus to Picard and this wonderland for fills people's widest dreams.
In order to escape from the Nexus one would have to be pulled from the phenomena. Like a transporter beam.
When Picard meets Kirk and goes back to the desert planet, they were never pulled from the phenomena. They just magically left while riding horses.
One could conclude Picard never escaped the Nexus and imagined Kirk incompetently jumping on a damaged bridge which caused his death.
That's not what Guinan said.
She said that Picard wouldn't
want to leave, that if he were to enter the Nexus, he wouldn't care about anything but to stay in there, not that he couldn't physically leave
if, by some miracle, he did want to.
Guinan was speaking from personal experience; her planet had been destroyed, and like Soran she had probably lost everything. When they were pulled into the Nexus, there was likely little-to-no reason why any of those refugees would want to escape their new fantasy world where they were, no doubt, reunited with their lost loved ones and could live out their lives in perfect contentment. Then they were ripped away.
Picard, on the other hand, has unfinished business in reality; he has a world to save. His mind is driving his Nexus fantasy, but his subconscious is trying to signal to him that it's not real, with the starburst effect in the Christmas tree bauble. He, like Guinan, has suffered a recent personal tragedy when he's pulled into the Nexus and is poised to stay in there with his illusory family (including the late René), but it's the realisation that he still has a purpose in his real life that compels him to leave. That realisation (along with the death of Kirk, which drives home how fragile life is) helps Picard to begin to move forward from his grief; he must live life to the full because, "After all, Number One; we're only mortal."