Well, from that point of view, I can understand why you would find it annoying.
But the point of it isn't really for you to wonder which is real. Obviously neither is real, but you are not expected to hesitate about that. It's assumed that you will notice that neither is real, as you say, and the point is more to make you think about why the stories we tell about our past and future might be important.
Well, I'm thinking particularly about how the writers were tempted to end DS9 with the revelation that Benny Russell was real and that DS9 was a show within a show. That sort of ending might work for a movie, or for a TV series that planned it out from the beginning and left hints along the way, but just throwing that ending into the final two seasons and pretending that that was the intention from the beginning would have been disastrous for the show. It would be like The Sopranos ending with the revelation that Tony really was a precision optics salesman, as he dreamt he was in his coma in season 6, and that Tony Soprano and the rest of the characters from the show were nothing but figments of an Alzheimer's riddled mind.
Honor Among Thieves (***½)
Honor Among Thieves
GELNON: ...and that's our devious plan.
O'BRIEN: Makes sense.
GELNON: I'm glad you think so. Needless to say, it is very important that the Dominion's part in this remain secret.
O'BRIEN: Then why did you tell us your plan?
RAIMUS: Shut up, mooby. If something goes wrong and you're captured, you never met our friend here.
O'BRIEN: Why did we meet him? You could have just told us to kill the Klingon ambassador and Bilby would have done it, no questions asked.
RAIMUS: Don't question me!
O'BRIEN: I'm just saying that if we get captured and interrogated, or if one of us is secretly working for Starfleet, this unnecessary meeting would have compromised your whole plan. You understand that, right?
RAIMUS: Any other comments, wiseguy?
O'BRIEN: Yeah, has anyone bothered to tell Gelnon that those ears and that green coat make him look like an elf?
doesn't have a terribly original story, the tale of the police officer/spy/space station engineer that works undercover with the mob/street gangs/an interstellar criminal consortium and becomes emotionally involved with its members is one as old as film-making itself. But what this episode lacks in originality, it makes up for with some interesting character material and a tragic ending. It's an entertaining drama that doesn't reach greatness, but it's not a bad way to spend an hour.
It's a little odd that O'Brien is the one drafted for this mission, but the episode tries to explain this by revealing that Starfleet Intelligence is compromised and they needed to find someone from outside their ranks. When you consider that the Orion Syndicate would be looking out for people with technical expertise, and that O'Brien is a combat veteran should the assignment go south, I'm willing to accept that O'Brien is a good candidate for the job. Also, Starfleet records show that he's good at handling torturous emotional situations, and he spent 30 years in prison, so he understands thug life. What's not so understandable is how DS9 falls apart without O'Brien. Maybe that computer puppy from The Forsaken
got out and went on a rampage because O'Brien wasn't around to give it attention. Say, whatever happened to that thing while the Dominion occupied the station?