We are also in the Milky Way.

So by your own logic, for distance to have any real meaning, we have to measure it (and think of it) on a galactic scale.

You are made up of atoms. What's the relative distance between electrons in those atoms? When you look at those atoms, do you see the massive amount of distance involved in their composition? Or would you describe them as tightly packed and "near" to each other?

When you look up into the night sky, on a clear night, and observe the Milky Way, what distances are you seeing? When you take a telescope and observe a distant galaxy, how far away do you see?

In real terms, in comparison to the rest of the galaxy and in comparison to the rest of the Universe, in terms of what's observable, human understanding and all of science - Mercury is near Earth. It's in irrefutable fact.

As is the throbbing boner you have for Joe Brand.