The easiest way to avoid it would be to not include fake choices in the first place. There's nothing wrong with a game that's linear and honest about it imo.
I agree. If you're worried about your audience breaking the Illusion of Choice, don't conjure the illusion. If you include choices, make them meaningful - I was just reading Michal Marcinkowski's rather
excellent article (as seen on the Front Page) about what he feels is critical to making a game click. One of the three elements he lists is Anton's (Chekov's) Gun - one could extrapolate that it applies as much to dialogue and interactions as it does to physical objects in the world.
A question: If choice is useless to your game, and your game isn't dealing with themes such as the illusion of free will, why on earth are you including a "But Thou Must" scenario at all?