Let me propose a thought experiment with three conditions.
First, you're in a simulation, and a really good one at that. Before you went in, the simulators extracted and stored all of your memories, and they went to great lengths to make sure that the simulation is completely faultless.
Second, you can leave any time you like. All you have to do to end the simulation, regain your memories, and return to reality is recite the opt-out passphrase: "I no longer consent to being in a simulation". Unfortunately, you don't know about the opt-out condition: that would kind of ruin the immersion.
Third, although you're never told directly about the opt-out condition, you do get told about indirectly, phrased as a kind of hypothetical thought experiment. Maybe someone poses it to you at a party, maybe you read it on twitter, maybe it's a blog post on some niche internet forum. You're guaranteed to hear about it at least once though, to give you a fair chance of leaving. But it's vague and indirect enough that you can dismiss it if you want, and probably forget about it in a week.
It's not enough to think the opt-out phrase, you have to actually say it or write it. So the question is, hypothetically, would you?
Yes, similarity to Pascal's wager and other religious thought is not a coincidence at all. Our existence is marked by the ultimately irreconcilable conflict: on the one hand, if you view people as ML systems, being alive is both the fundamental goal of our decision-making and the precondition for all of our world-modeling; on the other hand, we are faced with the fact that all people die.
Even if we recognize our mortality rationally, our whole subconscious is built/trained around the ever-existing subjectivity. That's why we are so often intuiting that there must be some immaculate and indestructible subject inside of us, that will not perish and can transcend space and time, as if "choosing" where to be embodied. You can see this assumption driving many thought experiments: cloning, teleportation, simulation, Boltzmann brains, cryonics, imagining what it is "to be someone else", and so on. All of them presuppose that there is something you can call you beside being you, beside the totality of your experience. Major religions call it the soul. We, rationalists, know better than to explicitly posit something so supernatural, and yet it is still hard to truly embrace the fact that if you strip away every circumstance of existence that makes you you, the perfectly abstract observer remaining is devoid of any individuality and is no more you than it is me.