É improvável que seja causado pelo "Horcrux" (lembre-se que Harry não era realmente um Horcrux, então eu suponho que você quis dizer "pedaço de alma de Voldemort"), mas não há evidência direta de qualquer maneira. A maior parte do que JKR diz parece apontar para um estado de limbo onde Harry tem que escolher entre se mudar para a morte e retornar à vida:
De acordo com Dumbledore, é incerto:
“Tell me one last thing,” said Harry. “Is this real? Or has this been happening inside my head?”
Dumbledore beamed at him, and his voice sounded loud and strong in Harry’s ears even though the bright white mist was descending again, obscuring his figure.
“Of course it is happening inside your head, Harry, but why on earth should that mean that it is not real?”
“Well, where do you think we are?” asked Harry, a little defensively.
“My dear boy, I have no idea. This is, as they say, your party.”
Entrevistas do JKR :
Desconhecido, de propósito.
Elisabeth: In the chapter of kings cross, are they behind the veil or in some world between the real world and the veil?
J.K. Rowling: You can make up your own mind on this, but I think that Harry entered a kind of limbo between life and death.
(J.K. Rowling and the Live Chat, Bloomsbury.com, July 30, 2007 (2.00-3.00pm BST).)
Katie B: Why was kings cross the place harry went to when he died
J.K. Rowling: For many reasons. The name works rather well, and it has been established in the books as the gateway between two worlds, and Harry would associate it with moving on between two worlds (don't forget that it is Harry's image we see, not necessarily what is really there).
Desconhecido até o momento em que o ponto na linha do tempo ainda não está em Pottermore