Random thought/poll/opinion thing: If you were playing in a game with very high stakes, but the outcome wouldn’t directly affect your character in any significant way (say, for example, your character would have to make a decision which could result in the deaths of several - or several hundred - people who your character has never met) would that detract from the gravity of the situation/decision?
Put another way, if the consequences of your actions don’t affect you, but do affect others, does that make making that action easier/would it have less impact on you (both as a player and a character)?
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Although having all spies know each other is a bit of a stretch. I think I might go a bet each way, something like “x people will die, including (PC Name here), if you don’t do (thing)”