It was just a dream
It was just a fake world
Games like these are inherently shit. You undermine the characters that are first introduced to you. They're rendered pointless and meaningless. You've now created situations to where if you try to praise something before the reveal, people can just shit on that by saying its not real. For example, lets say you really liked Lune or Sciel, you could try to express how their words and actions resonated with you and then you have some asshole going 'HEHEHEHE THEYRE JUST PAINTINGS, IT DOESNT EVEN MATTER, THEY DONT EXIST". You are now forbidden to like these things simply because they are labeled as fake. It's bull shit and it's bad story telling. This is why E33 is a bad game, it threw everything away just to tell a story about a dysfunctional family that consists of awful people.