In a Variety interview by Danielle Turchiano with Natasha Lyonne from 2019.02.12:

Question: What was most important to you about how you evolved the visual style, even as the deaths repeated?

 

Lyonne: I have a friend who said, “Everybody gets a certain amount of chances with getting high in this life. Some people use them all up really quickly, and then they can continue to get high, but there will be consequences.” So there are quantum consequences for each time they use up their allotted runs, and that might come in the form of all of a sudden your face looks f—ed up or you have Hepatitis C or they take your kid from you. … You can keep doing it, it’s just that different aspects of the world as you know it will start falling apart, which of course in turn will change your perspective of, “What is my world?” So we were playing with the idea of those quantum consequences emotionally and therefore in the physical manifestation of things disappearing in the world, whether it was objects or furniture or actual people. And then by Episode 7 when the stakes are highest, physically there had to be consequences [to Nadia]. There would be these blank patches or mental blind spots to things as the very nature and the fabric of the universe was falling apart because they weren’t getting to the heart of the matter.

Earlier in the interview, Lyonne says about her character

Nadia wants to live what she considers a life of lawlessness, making her own rules.

and later

[...] the idea is deeply personal to me of going from a very disconnected, removed life [where] self-destruction makes the only sense because my behaviors don’t impact the world around me to a character who is by circumstance forced to look at this other idea, which is she accidents into a more connected life [and] realizes people are real, including herself.

It's about connection to our world and it's shown by her behavior having consequences. If it hadn't, why should anything change, at all? But it changes in a very drastic manner - things disappear. As Lyonne said, Nadia's world falls apart until she gets to the heart of the matter.

In this regard, it's also interesting to read the Personal Life of the wikipedia article on Lyonne about "driving under the influence of alcohol", hepatitis C and methadone treatment (she also mentions it in the interview, that it was not quite like with Robert Downey Jr., because in her case nobody cared.).

In a Variety interview by Danielle Turchiano with Natasha Lyonne from 2019.02.12:

Question: What was most important to you about how you evolved the visual style, even as the deaths repeated?

Lyonne: I have a friend who said, “Everybody gets a certain amount of chances with getting high in this life. Some people use them all up really quickly, and then they can continue to get high, but there will be consequences.” So there are quantum consequences for each time they use up their allotted runs, and that might come in the form of all of a sudden your face looks f—ed up or you have Hepatitis C or they take your kid from you. … You can keep doing it, it’s just that different aspects of the world as you know it will start falling apart, which of course in turn will change your perspective of, “What is my world?” So we were playing with the idea of those quantum consequences emotionally and therefore in the physical manifestation of things disappearing in the world, whether it was objects or furniture or actual people. And then by Episode 7 when the stakes are highest, physically there had to be consequences [to Nadia]. There would be these blank patches or mental blind spots to things as the very nature and the fabric of the universe was falling apart because they weren’t getting to the heart of the matter.

Earlier in the interview, Lyonne says about her character

Nadia wants to live what she considers a life of lawlessness, making her own rules.

and later

[...] the idea is deeply personal to me of going from a very disconnected, removed life [where] self-destruction makes the only sense because my behaviors don’t impact the world around me to a character who is by circumstance forced to look at this other idea, which is she accidents into a more connected life [and] realizes people are real, including herself.

It's about connection to our world and it's shown by her behavior having consequences. If it hadn't, why should anything change, at all? But it changes in a very drastic manner - things disappear. As Lyonne said, Nadia's world falls apart until she gets to the heart of the matter.

In this regard, it's also interesting to read the Personal Life of the wikipedia article on Lyonne about "driving under the influence of alcohol", hepatitis C and methadone treatment (she also mentions it in the interview, that it was not quite like with Robert Downey Jr., because in her case nobody cared.).