It's a really murky area isn't it. I totally agree that if the government was paying someone to spy on me, and to give him a whole name, identity and lifestyle that was a false construct, and I slept with him based on effectively a script, I would be mightily pissed off. And yes, feel violated.
I mean, what makes you decide to sleep with/have a relationship with somebody, if not the account they give of themselves? It's not just about sex, you form a relationship with someone because of the way they act, the shared values you may have, the support you give each other etc. If you find out that they way they act is merely following a set of instructions, the shared values were lied about, the support was again being given under instruction...well, you have been cheated haven't you?
What about if it were a war situation? If a woman in a resistance force found out that the person she had been sleeping with was not part of that resistance, but an enemy soldier who had been working to bring down the resistance? Still shallow to feel violated?