There's really no reason for them to believe it isn't real. Again, 'a feeling' doesn't cut in, you can't ditch your responsibilities without justification.

Besides, the idea that it's to test devotion to the Tower doesn't fit. Nynaeve's last test, and to a limited extent Egwene's first, are the only ones where the individual has any reason to stay, knowing it's fake.

I mean, if you were given the choice between reality and all eternity pursuing an imaginary demon in an imaginary maze with the intent of killing it, it doesn't seem like a very difficult decision. The test relies on you not knowing that it is fake to work.

Her second test would be the choice between reality or saving your imaginary friends from imaginary danger. Again, there's no choice at all, if you choose reality, the imaginary friends aren't going to come to any harm, because the threat itself was imaginary.

All three of Egwene's tests are essentially a choice between reality and, again, helping an imaginary friend against an imaginary threat. Same as above.

If they know it's fake, this is still a dumb test, because I'd pass it easily by virtue of not being an idiot and not choosing to waste my time trying to prevent imaginary dangers from coming to pass on an imaginary plane. This despite thinking the White Tower is a ridiculously pathetic organisation. Clearly, the test doesn't succeed at what it's supposed to do.

And if I'm right and the people don't know that it's fake, then the test only chooses people who will ditch their responsibilities on a whim, which frankly might explain why the White Tower is such a pathetic institution in the first place.