This is true, I'm seeing more and more comments from people online wondering why she's suddenly evil when she was good in Endgame. The movie may state that the kids aren't real, but it does not explain what actually happened in Westview, which was pretty fucked up!
It's not a massive deal, viewers can just roll with it, but they'll definitely have questions leaving the cinema. I suppose it works to Disney's benefit, with the movies and shows sending viewers back and forth.
I think they still could have added an extra (however clunky) line about Wanda brainwashing a town to live a fantasy life because of her grief. Otherwise, like I wrote some people are legit confused why she's a full on villain now lol. The last time they saw her in the movies she was wrecking Thanos and a hero!