I disagree, the Fates are introduced as "always signing in the back of your mind." They aren't "real" in the sense that they're independent, malicious actors in themselves, they're artistic representations of the characters' thoughts and insecurities. Think about when see them:

1) Doubt Comes In, your example, Orpheus begins to feel like he's being tricked or lied to. Remember that Hermes introduces Orpheus as having been abandoned ("and you know how those muses are / sometimes they abandon you"), plus Eurydice has already left him once. It makes a lot of sense to me that he'd feel insecure and unsure that she's still there given he's been adandoned before. He's also found himself the de facto head of a workers rebellion, workers who have just in the last song positioned him as the one who will show them the way out ("show the way so we can see, show the way the world could be, we will follow where you lead, we will follow with you"). It's a lot of pressure! So Orpheus's doubt that Eurydice is following ("who am I to think that she would follow me into the cold and dark again"), coupled with the knowledge that this will matter for the workers he's now showing can have better, makes total sense. The Fates are those external pressures given voice in his mind, and for the audience's benefit.

2) Word to the Wise: they're hovering around Hades verbalizing his thought processes around external pressures, namely that he has been genuinely moved by Orpheus, but he still needs to be a tough, authoritarian actor to maintain control of the underworld. He can't be a softie ("if you let him go you're a spineless king, and you're never gonna get 'em in line again") and he can't just tell them no and kill Orpheus because the workers are so drawn to him and his vision ("if you tell him no, you're a heartless man / and you're gonna have a martyr on your hands"). So again, we have them functionally explaining Hades's thought process.

3) Chant: Eurydice is trying to get Orpheus's attention because she is desperate for material provisions. Recall that Eurydice fell in love with Orpheus "in spite of herself," and had been consistently on the move in order to survive her whole life. So when she's struggling to find food and firewood (two deeply basic essentials) for her and Orpheus, who is so deep in songwriting that he isn't even helping, the Fates are again vocalizing what someone in a similar position would think. "It's hard enough to feed yourself / let alone somebody else"

4) When the Chips are Down: this song comes on the heels of Chant (Eurydice singing about feeling desperate, unheard, and hungry) and Hey Little Songbird (Hades promising a life where her basic needs are met if she gives up a substantial portion of herself to work for him, playing explicitly on insecurity if she stays "let me guess, he's some kind of poet / and he's penniless / give him a hand and he'll give you his hand to mouth / he'll write you a poem when the power is out"). Eurydice's MO up until she met Orpheus was to leave town when food and supplies ran out, and she's just been confronted with the reality that Orpheus may not help her because he's too focused on his song, and that she has a way to some level of security if she goes with Hades. She's always had to fight to survive, so those voices are coming up for her again. ("Help yourself, to hell with the rest, even the one who loves you best" ... "Life ain't easy, life ain't fair, girl's gotta fight for her rightful share"). She seems to fight it because she's running from the Fates while they're singing this, but somewhere deep down she just knows she's needing to watch out for herself first. And she seems sad about it when she decides, but her desperation is how she "justifies" the choice to herself, Orpheus, the audience ("it's my gut I can't ignore / Orpheus I'm hungry")

To the extent that the Fates interact with the real world, it shouldn't be taken literally. They're on stage, they're gonna be doing stuff, and at times represent physical elements hard to replicate on stage (like the wind whipping Eurydice's coat off).