Aesthetics and religions, those large structures that filter and contextualize the smaller units of experience, are real in the sense that they are actually experienced by participants - but this experience is exclusively social. The experiences may not be individually or scientifically discernible, as with the violins, and the "higher something" is generally not demonstrable, as with the religious experience of speaking in tongues, but the participants nonetheless take value from the magically mediated experience. Social reality is meaningfully distinct from logical or scientific reality.
The need for ultimate meaning - for base-level meaning that justifies itself and need not be further justified - seems to be a near-universal human characteristic. It makes up one quarter of Baumeister's four-part descriptive model of meaning humans require in life, which meaning they will seek out if not culturally provided. Frequently, the Ultimate End is an imagined state of future bliss; these include Heaven in Christianity and other religions, everlasting romantic love in cultures such as our own that feature love matches in marriage, and amorphous personal "success" in the modern careerist cult of the self. Ultimate Ends can also be deities or concepts (work, "rock and roll," political equality, existence itself) that feel valuable in and of themselves to faithful adherents, and do not subjectively, to them, seem to require any further justification.
In an objective sense, however, it is hard to see an end to justification. Believers in Ultimate Ends seem to be guilty of a sneaky dualism, of imposing a meaning layer upon objectively verifiable reality and then treating the meaning layer as if it were objectively, and not merely socially, real. In many cases, the Ultimate End is demonstrably pretend, not even a real thing; in other cases, the Ultimate End is a real concept, and it is only the idea that it is the base value that justifies everything that is not demonstrable.
Experience Machines vary along the dimensions of being effective (producing desirable, meaningful experiences and preventing or at least domesticating negative experiences), honest (not hiding the fact that they are cultural artifacts designed to produce experiences), and voluntary (rather than forced upon adherents). These traits are not necessarily independent; I suspect the most effective Experience Machines that have evolved in human societies are probably some of the least honest and least voluntary, and I'd expect honesty and voluntariness to generally correlate negatively with effectiveness.
The least voluntary Experience Machines are the jealous ones, described by William Burroughs as the One God Universe (though a jealous Experience Machine might just as well be polytheistic or atheistic). These Experience Machines claim not to be Experience Machines at all, but to just be actual objective reality. They frequently require the rejection (and even destruction) of competing Experience Machines, and sometimes even the destruction of their adherents for good measure. They are the sneakiest dualists, for they do not even admit their nature as a meaning layer on top of objective reality. But such denial is obviously a good evolutionary strategy, and probably even makes them more effective in presenting a believable system to adherents.
Voluntariness and honesty correlate with each other in Experience Machines, as in the case of much modern use of psychedelic drugs. To meaningfully choose to utilize an Experience Machine, one must be aware one is doing so; it would be hard for a dishonest experience machine to be voluntary. Similarly, it would be incredible if an involuntarily imposed Experience Machine were honest about its nature - to try to do so would violate, I think, strong and widely-shared (though rarely articulated) intuitions about what mere experiences, as opposed to Ultimate Ends, may justify.