This question my wife asks all the time It usually then follows up with “how long have we been here?” Or “what about our other home”. These questions are almost daily. Sometimes after waking up sometimes out of the blue. Sometimes the conversation goes “ your going to tell me that we haven’t been any where “. I usually just try to distract her and once that is done she settles down and is pretty normal - although short term memory is always an issue.
And on and on and on.
Mind you the cats are all curled up asleep in various spots, oftentimes right in mom's sight on her dresser.
My answer is a broken record: all your cats are in the house safe and sound. I repeat it word for word, after each question.
Sometimes mom mimics me like a broken record. Sigh.
It's just easier for me to repeat the same thing. Explaining or reasoning just takes you down a rabbit hole.
Maybe you can find a reassuring answer to repeat. This will make it easier on you and comfort your wife at the same time. She'll feel reassured and you will have less pressure to think of new answers.