If you mean, that they know they are a part of ML, then no (when the world is finished). But they subconciously can interfere with the worlds settings like what is MC mission or who gets in the quasi-world.
While the quasi-world is closed they are unconcious, and when it is open (as in a player arives - the MC) the ML soul parts assume the identity and memories of the body they are in (yanderes and princes). BUT becouse ML's soul parts have worked on multiple worlds they can reapear in different missions (Randy as the 1st prince, vampire as the 2nd and Gars as the 3rd). Randy was so obsessed with Stein Hall (+he worked on ressurection magic) that his memories did cross over.
ML can reabsorb the parts after the quasi-world that particular soul worked on has been cleared (core mission is completed), which was Randy. 2nd, 3rd, 4th 5th and 6th princes are still out there. Poor MC and his countless yandere ships.
'They are made for each other' was more like an exclamation than a fact. But it is true that ML would be useless as a designer if the MC wasn't there. ML quasi-worlds couldn't become real worlds, becouse no one could get in them to clear them (players are like bug testers). Plus MC is great at clearing games/worlds, which is useful becouse all ML worlds are high grade (none is lower than A).