the audience was led to believe it all along, but when you really think about it, the only possible evidence prior to that episode was Henry’s book and the flashbacks
If we never had flashbacks, I almost wonder if I would have believed any of it. That might be an interesting experiment: if you had the same show, but no flashbacks, just present day. Would you believe?
What would have been interesting is if the show didn’t have flashbacks, but present day was still the same, so we would have the heart vault scene as an even bigger twist.