It would. Unless your very thought patterns are completely disrupted by a highly potent psychedelic you've been unknowingly dosed with.
Even then, what seems more reasonable? "I'm trapped, asleep, in a seemingly never ending nightmare" or "I, a random layman with nothing remarkable whatsoever, have been unknowingly dosed with some unknown substance by the CIA" ?
Also, being in that state, and seeing the world in such a distorted way, without even knowing you're in an altered must be horrifying.
One wouldn't have any reason to believe it isn't "real" or that it will ever end.