I'm not trolling.
1- NPI.
2- Saitama can connect mentally/spiritually.
3- That space exist inside his costume. A mental area that exist inside his costume where he can connect mentally.
4- Phoenix man can open it and close it, which is why he was able to kick Saitama out there, he stopped the connection. He's the one who allows others to enter his costume mentally.
5- You're expecting too much of an reaction from Phoenix Man, was he supposed to be like "but how, but how, but how, how did he enter this space where it's a manifestation of my mentality and where i have full control, not possible aagggh" etc.. He did react to what Saitama did. He didn't understand how he entered, he didn't understand how he "knocked", he felt pressure and stopped the connection.