Sacred Haven of Debauchery

And the main thing: what's the point? I've been exposed! Why put on a comedy? I couldn't even imagine that an exposed role could be further exposed.

The point is that it's written that way in the game rules. Besides, different people play, some quickly sort everything out and many facts are obvious to them, and they can easily determine one or another role, while others can't. Or sometimes, their minds just go blank.
I remember in some game, someone's role was actually revealed due to the analysis of non-deductive reasoning, but Hermi was so brilliantly stubborn that he didn't believe the facts. It seems that someone even used it to their advantage. I don't remember exactly.
Or there were obvious hints about my role in the X-Men mafia, but the mafia managed to twist them so much that they presented them as their own. I had to sacrifice myself, but even death didn't help.
And that's how it happens!
And as for twisting "MFZushkas" (a term likely related to a specific game mechanic or strategy), it's a common occurrence.

Even if it was different in the game you participated in, you have to go all the way. Even if it means putting on a comedy or just staying silent.