This is a position I am constantly finding myself in. In order to not alienate yourself, or to burn bridges, you have to courteously play a role as an actor with great willpower so as to not be the one to harm the ego of the other.
If you have the same delusions, then that's great a group can be formed, and they can all get along and be a loving happy bunch of fools. But if somehow you're inclined to know something contradictory, then you are in a delicate situation, you can leave the group, or you can internalize your knowledge.
It is very much the same as the "Allegory of the Cave" if you have read that. I find it is one of the most dominant forces behind the trajectory and organization of civilization.
pff I just tell people exactly how I think it is. If they don't want to hear it, tough, they did. If society were a sandwich, honesty would be the bread; acceptance the filling; protecting our own egos the mold.