Once Khonshu started to become indisputably real in Marvel (for a long time Moon Knight could simply have been imagining him), it was clear Khonshu was a major league jerk. On two extended occasions, Khonshu just decided to directly take over Marc's body and squeeze him out in order to accomplish objectives. So, yeah, that sort of thing in the D+ show has precedent.
Steven being unaware of Marc is a new interpretation AFAIK, but if there's one thing consistent about Moon Knight over the decades is that he keeps getting reinvented. When you start off as "Batman, who hunts werewolves," sticking around as more than a one-off riff requires some redesign. (In the 90s, he even spent some time as Tony Stark Lite, with power armor and everything.)
(In the 1980s comics, Marc was the real person, Steven Grant was the Bruce Wayne expy he created using money stolen during his mercenary days, Jake Locksley was the cabbie ID he used to gather intel a la Matches Malone. It was very much a statement on Batman's cover IDs, just explicitly making the millionaire playboy a false ID. He had his first issues with mental instability late in that run, as he started having trouble with the three IDs becoming separate people in his head. It was revealed that he had a progressive form of an inherited mental illness, exacerbated by his lifestyle and maybe a little by having been resurrected. In the current run, it's been established that his brain is several orders of magnitude worse now. He may be functional, but any telepath trying to get in his head is going to regret it if they survive.)
---Dave