Depending on your reading of the poem, Porphyro does initially plan to deceive Madeline and become a "part" of her dream. He watches her from behind as she undresses, knowing full well that Madeline will not look behind her because she must follow the directions she heard about the eve of St. Agnes. He then waits for his beloved to fall asleep, clothes himself in crimson, and sets up a feast to mimic the dream he knows Madeline was going to have.
When she finally awakes, the reader does have to wonder whether Madeline is aware that she is fully awake, or whether she is still in a trance and under the impression that she is asleep.
Her eyes were open, but she still beheld,
Now wide awake, the vision of her sleep:
The reader knows that Madeline has awakened physically, but whether she is still fully aware remains in question. The poem states that her eyes open but the vision she sees is identical to the dream she was just having.
However, we are led to believe that Madeline does eventually realize that she has returned to reality:
Her eyes were open, but she still beheld, Now wide awake, the vision of her sleep:
“This is no dream, my bride, my Madeline!”
’Tis dark: the iced gusts still rave and beat:
“No dream, alas! alas! and woe is mine!
“Porphyro will leave me here to fade and pine.—
Returning into reality Madeline realizes that woe exists while she is awake. While Porphyro, her love, is there in front of her, she fears that he will have to leaev her alone again. Here the reader is led to believe that Madeline is conscious of Porphyro's real presence and that she willingly goes with him into the storm and away from her home.
Once again depending on your reading of the poem, you may argue that Madeline believes she is dreaming the whole time and willingly goes with Porphyro for that reason. As the lovers escape the castle the imagery has a strong resonance to fairy tales with such words as: faery-land, dragons, and phantoms. In that case you can argue that she was deceived, seduced into believing it was her St. Agnes dream, and runs away with her love in that dream, but does not realize that she actually goes into the storm (world) in reality.