Because of Big Santa (ie. parents). And that promptly fails when the cost of maintaining the Santa system gets too big (ie. as the child's mental faculties develop, plus as the child interacts with the outside world not controlled by the parents).
So unless we all are living in a very well orchestrated NSA Truman show, it's unlikely that your argument applies.
That doesn't matter. Millions of adults orchestrate a secret conspiracy without any direct coordination even. The faculties of the target will only change the coordination and sophistication required.
If everything in the world were an illusion, I doubt that any group would be able to orchestrate that for all of us. But large groups can coordinate secret happenings, and they do, all the time.
The difference is whether the entire organisation would have to know or not. "Actually, our HDD factory is operating" is both a thing that lots of employees would necessarily know (unlike CIA assignments in Canada), and also those employees would not be as trusted as high level intelligence agency operators. Particularly for low level employees, like contracted cleaners or whatever "Don't tell anyone the factory is operating" seems like it would be a great way to get the information out there that it actually is.
You tell the employees that they are working for a HDD factory. A small number of people at the top of the company are in on it and keep sales limited to one or a small number of clients, all of whom are the clandestine buyer.
That would be similar to the way in which the fake Swiss cryptographic machine manufacturer was run. Their only leak risks were from employees who realized that their cryptosystem was easily broken. An HDD manufacturer would not have that problem because all of its work would be perfectly legitimate.
Perhaps you should read Hogfather or Making Money by Terry Pratchett. In which the importance of the lies that society tells itself is touched upon.
"All right," said Susan. "I'm not stupid. You're saying humans need... fantasies to make life bearable."
REALLY? AS IF IT WAS SOME KIND OF PINK PILL? NO. HUMANS NEED FANTASY TO BE HUMAN. TO BE THE PLACE WHERE THE FALLING ANGEL MEETS THE RISING APE.
"Tooth fairies? Hogfathers? Little—"
YES. AS PRACTICE. YOU HAVE TO START OUT LEARNING TO BELIEVE THE LITTLE LIES.
"So we can believe the big ones?"
YES. JUSTICE. MERCY. DUTY. THAT SORT OF THING.
"They're not the same at all!"
YOU THINK SO? THEN TAKE THE UNIVERSE AND GRIND IT DOWN TO THE FINEST POWDER AND SIEVE IT THROUGH THE FINEST SIEVE AND THEN SHOW ME ONE ATOM OF JUSTICE, ONE MOLECULE OF MERCY. AND YET—Death waved a hand. AND YET YOU ACT AS IF THERE IS SOME IDEAL ORDER IN THE WORLD, AS IF THERE IS SOME...SOME RIGHTNESS IN THE UNIVERSE BY WHICH IT MAY BE JUDGED.
"Yes, but people have got to believe that, or what's the point—"
I'd still recommend the book though. There are so many things that are little more than flaky veneers taken for granted in adult human life that the fact anything works at all generally comes down to an intentioned group of people 'conspiring' to make it so, and no one ever bothers to ask about it, as it 'just werkz' and creates value. It's only a problem when too many externalities get ignored, in which case, everyone starts to notice.
Once you understand this, the beauty of the 'conspiracy theorist' meme coming out of an intelligence agency to get people to stop taking those who ask inconvenient questions starts to take on a stroke of genius. You get people who rock the boat discredited out the gate, and reinforce the status quo.
...Until that document gets declassified and blows up in your face anyway.
So unless we all are living in a very well orchestrated NSA Truman show, it's unlikely that your argument applies.