There's a long story behind why Vesta and Simka are happy about not existing (not to mention why they think they don't in the first place), but in their mind it's a kind of freedom. If you don't exist, there are no consequences to your actions.
I think I can imagine the kind of world they live in - every night, they go to sleep, and when they wake up, it's like they're in a different version of the world. Inconsistencies like places being in different locations, things looking a bit different, that sort of thing, like a cartoon that's not trying to be internally consistent. And, of course, not just places and things but also people are always changing. And it doesn't even have to happen overnight - turn away, turn back, and that guy doesn't have the same number of heads as he did before. It doesn't all happen at once, but from any given state of the world, eventually, everything becomes unrecognizable. Everything's fluid.
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Felthry
This is cute! I'm quite curious why they think they don't exist, though... And are they right?