The fact he notice the unreallity around him, could cause people to notice something is wrong or out of place.
Him knowing something, doesn't mean it affects other's.
I could say that I know the Prime-Minister of Canada is a vampire. Even if it's true, that doesn't mean people are going to automatically believe me because I know it. People would react the same as they would if I said that all of existence was a comic book, they'd think I was crazy.....which is what they do when Deadpool mentions it. Anybody would act strange after hearing something strange.