It means they're manipulating you and Fell as well. He's a lonely man and needs someone who he thinks he shares a connection with, a history. You look for connection too. So they create this myth where you rely on each other, you become dependent, you work together to unravel this false fantasy they give you. Maybe you become so embroiled you don't want to see the truth, because how can that connection be a lie?

[he looks back at his cousin]

But it is. It's a trick. A con. A mind game. You know none of that is true, no matter how real it feels-- especially if it feels real, especially if you have no doubt. Memories are hazy things. There may be clear moments here and there but you can't ever be a hundred percent sure you've got all the details perfectly. If you can? That's a problem. If they worry you? That's another problem.

You understand, don't you?