[Yes, Kaito was. He probably even had an alternate in Amestris that was driving everyone there insane, too.]

Not... exactly a parallel dimension. More like a version of Earth where everyone usually shows up, but differently from how you know them. And several other differences. Of course, for him, it was the other way around.

[And of course, Saguru likes being difficult from having spent so much time around Ed and Kaito.]