They obviously knew since voice work was already done. It's showbiz. Entertainment. Everyone knew about the fact the questions posed to author had been answered beforehand. But they still pretended they were doing it real-time. This has been ongoing since the radio show during the airing of the anime. The farce is part of the entertainment.
Also, a lot of the responses in events and livestreams are actually scripted except some of the games they play. Even some games at events are scripted and rehearsed at times.
But people who tend to go off script, whether intentionally or unintentionally can be fun to watch as well. Nakamura is one example who goes off script at events intentionally, and the reactions of other cast are fun to watch. Tatsumi is a klutz who gets mixed up, goes off script, or says the wrong words at times, which makes the previous livestream in Feb fun to watch. In her first Nico live (also for Mahouka), there was a live poll at the start for audience and 60% of them were there to watch her screw up
