Yeah...I was always confused by what Lena meant too. I was never sure if she meant the life they were living - like the lies and deception or something else.
I must say, I find all this amusing. I mean they were always vague and never gave straight (no pun intended) answers. And, to me, they're still being pretty vague - like they're playing us. Also, the whole message thing - yeah, it always existed and still kinda does - the reasons behind it doesn't matter; just the fact that it's there. So, I think ppl should stop over analyzing these things too much and just sit back and enjoy.
* If you think about it, it's pretty funny. * 
(BTW, I think the lack of success in the west was the fault of the media)
- Just my opinion...I'll go back to my shell 