Exactly. Fucking hell, if this is true then I expect people to believe that Christian Bale is really mofo Batman. Not an actor playing a role.
Its marketing. Marketing which companies spend millions and millions of dollars every year because its worth. Even though every person in the world knows what Coke and Pepsi is and how much they like it, Coke and Pepsi still advertise the hell out of their products.
That's because marketing doesn't care about appealing to reason and logic, it appeals to emotion and brand recognition. Sure probably everyone knows that Jerry Lambert is just an actor and he's still just an actor if he promotes the Wii or the PS3. But the problem is that when he does promote the Wii then the emotional appeal to brand recognition of the Kevin Butler character goes away, and it forces the logical thought of viewing him as just an actor.
So yes it does create "market confusion" in the subconscious emotional area of your brain, and that is exactly the area that these ad companies spend crazy amounts of money to effect.