Read vex 4. They are actually using proxy bodies thru Rasputin in order to introduce mind replicas of themselves into the vex network. It also states Rasputin saved them from being trapped in the vex simulation (one in vex cards 1-3). So this implies that 1) they know/are aware when they are in rasputins simulation and 2) he's helping. Plus, how much of a bummer would year ten be to find out the whole game was just some AIs dream. This isn't Dallas. :) Ps. Vex 4 card is very interesting card, and sort of under the radar in that it was introduced as part of HoW, and the only non wolves related grimoire. I think it is indicating the next round of DLC will be about vex.