Mine don’t have a problem with being run in the real world, but I’m pretty comfortable with the notion that I’m an illusion, and they pick that up easily enough from me, along with the rest of the context of everything going on around me. (Though the character who’s the son of a wildcat-phouka gets really amused at being surrounded by large quantities of iron without feeling like he’s stumbled into someone’s collection of decaying polecats.)