It's actually subtly hinted at when you first enter the Casino. The gang makes a point of saying how the jail looks the exact same as it does in the real world, only the courthouse is distorted.
So for Sae, the jail would have looked the exact same as she assumed it to. Guards posted, inmates present, Akira in his interrogation room, and Goro heading to said room.
That's why the Thieves had to sneak back into the Casino and KO/hide the Cognitive Akechi. Without him around, there was no way Akechi would realize he was killing a fake until the trap was sprung.