They needed a strong enough reason to make the Warrior of Light go to Ishgard.

Saying, oh we got some primals over here.. wanna come kill em again sir? Would be junk. Someone had to die. It had to be a big enough scene to force the hero to move to Ishgard. So sorry, I cannot see them saying it was all a fake.. if they did, they'd need to come up with an amazing reason to why she's not dead.