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I find that to be a tricky thought experiment.
Can you run a country in a way that peppers the general population with “all is well” propaganda thoroughly and still manages to capture all the necessary information to make properly informed decisions at some high level?
You’d need some “elite” layer of people who get to see unfiltered, honest information, but how would you even collect that information if even local, low-level government actors are subject to (and meant to believe) the propaganda?
Basically what I’m asking is: if I ignored moral concerns, is there a world where keeping the majority ignorant could actually lead to more efficiency than letting knowledge of the state of things spread?
One approach would be to tell them.
Not everything that the GM says to the player necessarily needs to be character information.
Of course, you don’t want to ruin their suspense by telling them too early or too directly, but something along the lines of “as you hear the sound of many footsteps closing in, you remember that you thought you heard a “click-thunk” back in the mansion, but brushed it off as your nerves back then … maybe you did trigger that silent alarm after all.”