They have many passive and active defenses put in place to prevent something like this. Yet, they didn't notice anything at all.
This could only happen if the enemy who trapped them in the illusion was vastly stronger than them. At their stage, not even an angel could catch them off guard like this, so they were sure that a god was acting against them.
If a god is acting against them, they feel that they can't hold back at all. So in order to resolve the illusion that they were in, they used the only ultimate divine ability at their disposal.
They used the Independence ultimate ability. This caused a golden shield to appear around them. Then they detached from reality.
The rules of the world stopped affecting them. This caused the barriers of the physical dimension, spiritual dimension, and dream dimension to stop having any effect on them. They could now transverse into any dimension and roam it freely without being constrained.