This is a legitimate concern, and I think the problem lies more in your framing of the idea. What does it mean to sustain the existence of something if that something has an independent existence. If something is being sustained, how could it then be independent? I see a paradox there.
An emanation from the mind of God is no less REAL then a physical world. This is the key point. The entire argument is based on the realization that there is nothing that we can use to distinguish a physical reality from a non-physical one. We still experience a reality. We still have a human experience. As humans, we are limited to a certain viewpoint and mental resources. There is no reason that Jesus cannot enter the same reality as us.
But even more important, I don’t think you should be hung up on this in general. The cross is a symbol of something that is far more profound then the simple Crucifixion of a God in the body of a man. The forgiveness of our sin is that something. How are we to understand God’s forgiveness of our sin without the cross? But even with the cross we are still unable to comprehend what it means for an infinite God to forgive us despite our failure to love him. The outward suffering of the cross is a infinitesimally small glimpse of the true suffering of Christ on our behalf. Do you agree with that? God’s forgiveness of our sin has nothing to do with physical vs non physical reality. We still have a real life, we still sin. It is just all the worse because we realize that God is literally facilitating our every second of existence, and yet we use it to sin against him, and he still has grace for us.