Starting my comment by reiterating that my stance falls in line with the above.
For all of the "how do guests know that" comments, it's worth noting that it is pretty clearly described
online.
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It's also worth noting that Fallon is very clearly taking you directly onto the set of the 30 Rock building & Studio 6B itself, Mummy is littered with "Hot Set" esque signage, decor, pre-show video explaining the plot, and even incorporates Reggie on the ride. I'm not here to argue that it's beautifully integrated, but I also don't think it's fair to argue it's some big secret to guests.