Chinu I mean no disrespect, but the idea that everything is an illusion is not just impossible to substantiate, but actually incredibly dangerous.
It can indeed be said that the only thing we each can be absolutely certain of is that 'I exist', yet the philosophy you suggest, that these people should 'leave' their bodies is incredibly ill-advised given we have no way of being certain there is some supernatural dimension (if we cannot be certain THIS dimension exists, to claim certainty of some other dimension seems far less viable) and is also (as I mentioned before) extremely dangerous - two of the groups mentioned by Pegg (the third I assume die), are sometimes people who experience such great hardship and hopelessness that they might be swayed by claims that offer a 'better deal' in the next life compared to their current life - with claims such as 'leave their body' to leave the illusion might sway some to suicide.
The forum on which we post our comments allowing others to see them, is no more an illusion than the computers we are currently using, or the fingers with which we type or the eyes with which we view our screens. Our bodies are physical vessels which house our intellectual and emotional selves - while I do not believe it is so, perhaps their may be more: a soul, an after life, a supernatural dimension to ourselves and all of existence that we have yet to discover or fully realize - but our physical bodies do exist.
Even if you believe as you do that everything is an illusion, then to suggest that people leave their bodies is ill advised. If you are right then when their physical life time expires from old age the illusion will end anyway.