@Nessen He's already done a few misdirections in Tengoku Daimakyou like putting the spider monsters on one of the chapter covers before revealing that it was actually the baby who had powers. And also of course, the mind control Hiruko where Kiruko gets her arm and legs chopped off apparently but it didn't happen.
I trust Ishiguro a lot and honestly, if it turns out to be real at the end, I honestly don't mind. People should be aware that this has always been a dark setting and they have gotten A LOT of luck in escaping any real injuries thanks to their gun and Maru being right beside her at all times as early as the second chapter. Now, with both the gun and Maru not there, it shows how dangerous this world can be and the naivety of Kiruko. I love Kiruko but I think it's perfectly fine what happened in a narrative sense, it sets up the whole identity crisis thing quite perfectly and it's something Kiruko has dodged ever since we saw her kissing her own reflection in the motel chapter.