Love everyone else just making up bullshit (just like their mentor lol) to get to the hot springs with Shadow meanwhile Delta just says what everyone else been thinking.
I still love the girls also never even considering that Shadow is just bullshitting everything, however I don't want to to go on forever. I think the Story could get some serious value out of untangling the entire farce at the end. Making either Shadow/Cid realize he wasn't just acting and this shit was serious and/or the girls realize that he did the entire thing by the seat of his pants.
I think if Cid finds out things are real and/or the girls find out he made it all up, that is pretty much the end of the series (in this comedy-filled form). That is the secret sauce that makes the balance between comedy/serious work. Take away that ingredient and the whole thing just becomes serious. I personally think the serious story that is happening unbeknownst to Cid in Eminence is actually a really good dark fantasy story. So, if the comedy were removed through the loss of Cid's ignorance, it might still be a good story, but it would be dramatically different in tone.
It would certainly be interesting. I can imagine it would play out really differently depending on who found out first (Cid finding out it's real vs. the girls finding out he has been acting).