Getting into the fine print, this is how I would interpret it (bearing in mind that I'm not a rules authority):
First, the Decoys aren't your leader. Second, Deliver a Message says that while within 2" of your leader a model may take a (2) Interact action to deliver the message. So when your opponent gets a model within 2" of a Decoy and tries to take that action, you have to inform him that he's not within 2" of your leader, so the action cannot be taken, which de facto reveals your Decoy and leaves the enemy model sitting next to it with 2 AP to work with.
EDIT: As a corollary, if you've got the real Avatar and a Decoy close together, so that your opponent can get his model within 2" of both of them, he doesn't have to actually know which one is real to deliver the message.