You first have to define what "consciousness" is. But even then, what gives it moral value, and why is their consciousness of equivalent or greater value than that of their painter?
Sure, that's a valid question - but I don't think it's one most people would be asking in, say, a story where a human's life is being weighed against the life of Apollo or whatever who created them. You could ask it in that case too but I don't think most people would default to the humans being "not real" or just saying its okay if they die because of it. There's a big discussion you could have about if my life is greater value than yours just because I created you, i.e. what does a child owe to their parent is a common question in real life, but I don't necessarily want to have that discussion because my point is people who just say "oh they're not real because we learned someone created them" are sidestepping that entire discussion altogether anyway. If someone wanted to debate that their lives are *worth less*, that's a totally different thing than just saying "they're not real" as if they're just code with no free will or consciousness.
And yes sometimes they can be repainted apparently, but to continue the analogy, if I learn that Athena decided to make Cassandra go live in a castle somewhere and never leave and only speak in song, sure, maybe Cassandra doesn't have free will now and has become a singer, but I still don't think most people would view that story as Cassandra "not being real" just because they know a God created her and gave her some role to fulfill. Maybe you would!
And anyway, assuming the devs intend us to just think "oh they were painted so they're not real", that would mean that act 3 contains multiple relationship scenes for Lune/Sciel with Verso and that the player is meant to know by now that they're "not real" and so it's all just nothing, just the same as AI coded to talk about missing their husband and parents and bla bla. And I really don't think that's what the devs intended because it would make all of those scenes pretty meaningless.