Rambling on about the S1 finale beach session again, i think about it so much,,,
Aside from the whole "being revived from the dead because it serves as entertainment" thing, I think that Ceci still feels guilt over Antoinette's death, of course they know that it wasn't their fault, and they couldn't have prevented it, it was still a burden on them mentally.
They probably still think about that conversation on the beach, on how Sid told her that she ruined his life, that he lost everything because it's all their fault. Because even if they never asked for it, never even knew who he was before going to the academy, their actions ended up taking away his childhood. And they think about it everytime they see Sid.
And sometimes, they kept coming back to the idea on what if they truly died on that day, that they bled out and there was no god on the other side, and they think that it's a pleasant thought. On what if they stop existing.
So that Sid could still believe that they killed Antoinette, that his mother was a saint that was martyred, because its easier, kinder for him to believe that Ceci was a traitor rather than his mother was just cruel. And they can't even leave now, because Sid trusts her again, he needs someone to watch over him, and unknowingly, he is something that keeps her alive.