Vision still has an unresolved tragedy in the MCU, setting up a worse ending for him at the end of Avengers: Infinity War. While the show has barely addressed the real-world events of the franchise, some of it is still creeping in through various ways, such as through the commercials. Given this, it's safe to say that WandaVision will eventually reconcile what's real and what's fake in the show.
Like Wanda, Vision has had one of the most interesting origins in the MCU. He debuted in Vision was ruthlessly killed by the Mad Titan to acquire the Mind Stone while Wanda heartbrokenly watched.
Since Smart Hulk's reverse snap didn't bring him back in Captain America: Civil War, they had a connection, as Vision accidentally injured War Machine during the airport battle. Their conversation in the aftermath of Rhodey's accident was the last time they were on screen together but it was revealed that in Infinity War, Vision went off the grid and snuck behind Tony's back to secretly meet up with Wanda.
Granted that Vision is technically a robot, as emphasized by the chewing gum bit in WandaVision episode 2, he's continuously becoming more human. His attraction to Wanda is a testament to this; Bettany said that his character's journey in the show will still be the same. Infinity War also proved that Vision does have personal attachments to Tony; after seeing that he went missing following Ebony Maw and Cull Obsidian's assault on New York, he was ready to go back home and check up on the situation even though he and Wanda had just decided to spend more time together in Scotland. Unfortunately, they were ambushed by Corvus Glaive and Proxima Midnight preventing that from happening. ittedly, Vision may not know exactly what's going on in Westview as Scarlet Witch may have conjured him up, but regardless, he's aware that he's in love with her, so chances are that this version of the character is also aware of everything that came before his death — including his relationship with Iron Man.
Depending on how the full narrative of WandaVision plays out, Vision will have to eventually realize that not everything in his life with Wanda is real. Scarlet Witch's reaction upon seeing the beekeeper is an indication that she's hiding pertinent information from him, potentially like how he's supposed to be dead — something that Agnes will straightforwardly tell him in a future episode. As Vision discovers the whole truth about Westview, he will also have to learn about what happened to Iron Man, which makes for a more tragic ending for him.