Exactly! And to delve somewhat deeper into the levels of meaning there are many who would say that 'must' or weaker 'should' claims are about satisfying a given 'rightness' function. Of those people many of them will say that the 'rightness' function can't reasonably be described as something that is part of the physical world. After accepting that position some will say that a 'must' claim is making an objective assertion about what best satisfies a known 'rightness' function. In perhaps simpler terms, I'll look at the X/Y example we already have:

"We must do X, because it produces good effect Y", when there is option Z, which delivers the same Y for half the cost

There are various things that can be accepted or rejected as 'delusions', that may be considered claims about the physical world. (In most cases the proposed delusion would be the negation, but the 'can?' is symmetric.)

1. Can lacking the belief "We must do things that have good effects" be a delusion?
2. Can lacking the belief "Y is a good effect" be a delusion?
3. Can lacking the belief "X has the effect Y" be a delusion?
4. Can lacking the belief "Z delivers the same Y for half the cost" be a delusion?
5. Can having the belief "We must do X even if Z does Y for half the cost" be a delusion?

Let's see...

• Your claim requires that your reject 1, 2 and 5 as possible candidates for delusion.
• There are some that would reject 1 and 2 as candidates for delusion but say that 5 is a candidate because it implies fallacious reasoning based on the other arbitrary not-physical premises.
• I accept 1 and 2 as possible candidates too via an ontology that formalises (and grounds in the physical) the way that normative claims are actually used in practice. But I never presume this definition when in conversation unless I know the others in the conversation are either familiar with technical formalism or using the colloquial meaning of 'should/must'.
• When I assert that Lucas's statement is correct it is based off the "5" claim. It didn't even occur to me to reject 5 as a possible delusion because it just seems so obvious to me. If you can't make the claim without a mental screw up then it is a delusion, dammit! Even when is concluding something that you don't consider to be part of the physical universe.