Depends. Some dreams are self-aware, usually in your dream. Others wander around unaware, forgetting they even died. Others have goals. Or revenge on the mind. If I had to guess, the dream or dreams on board don't know they're dreams.

( Exactly, Prassenze isn't the living dream, he doesn't think. )

What if the passenger was alive when they boarded. But isn't now. Does that train really count us?

( And whose dream were they taken from? )