All of this is stuff I already knew. That Lolita was a character ("personnage") and not the real Alizée is not news. That Alizée left Mylène in order to be her own self in performance is also something I knew. I don't think that we can say she was "knowingly deceiving" anyone. She was just putting on a performance. Does anyone believe that Mylène herself really is a death-worshiping sex goddess? How much of the real Madonna is in her performances? There's stagecraft involved here, acting skill, role-playing. It's understood by the fans, or should be.
That's why I think that Alizée has a talent for acting, looking at her performance in some of her videos. If my novels are ever made into movies, I'm going to recommend her for the role of Dolphin.