John Wick is dead and has been all along
He's in purgatory. Or perhaps hell. He's reliving assassinations he committed in real life, all the while each movie's main villain escalates higher and more untouchable.
The constant religious iconography. Crosses everywhere. So many scenes in churches. Symbolism everywhere. Even the dialogue is loaded with phrases like "He's a ghost in search of a graveyard"
It explains why bystanders never panic when gunfights break out in public. It explains why they never react when they see dead bodies. It explains why clubgoers continue to dance when people are sword fighting literally feet away. They're not real. They're filler. NPC's his brain created to give his memories a more realistic atmosphere.
Winston is his guardian angel, trying to help John break out of his delusion by seeing his mission through to the end.
The other characters, allies and villains alike, are deliberately written one dimensionally. They have a name. It's implied they have a shared history with John. They fight. Most die. That's because they're memories of people he knew in real life. They don't need to have full personalities or back stories, they're simply a means to an end - getting him to the end of each story and his chance to get out.
John is wracked with guilt over the death of his wife that, one way or the other, he was responsible for. By the end of every movie, he has a chance to "get out", a phrase that gets repeated often throughout the series. All he has to do is accept it. But he can't.
So the pattern continues, another, more impractical bad guy. More 1 dimensional allies and foes. More memories of more killing, all leading to another chance to get out.
Which he never takes. As Bill Skaarsgard days in part 4 - he won't ever take his freedom, because that would mean facing what he's done. Inside the delusion, he's safe. A killer. Where there are no real consequences.