I don't feel betrayed, fortunately. My parents were also indoctrinated and taught us what they understood to be true.

However, when I found out they lied to me about Santa? I was royally pissed! They KNEW that was a lie, so I felt betrayed in that case. Once I found out the truth I was the most passive aggressive little shit for months.

"You're my real parents... I'm not adopted? Are you sure, or are you lying about that too??"

I did not feel betrayed or angry for being lied to. I attribute it to a long line of brainwashed family members continuing the cycle of brainwashing with each generation. Nobody knows they are being brainwashed and sincerely believe they are doing what's best for their kids. I don't think I ever wasted too much money as I am/was frugal and would rarely give money into the collection plate.
Interestingly, I actually felt jealous of the religious as they didn't lose their sense of community, were not shamed for their mindset (aka leaving the church/abandoning the beliefs) and they have a comforting story to tell themselves when loved ones die. I lost that and am still shamed and lost "friends" once I came out with anti-theist rhetoric on my facebook. But also, my family did much more fckd up shit than indoctrinate me soo the indoctrination is the most minor thing I'd be angry and betrayed about.

I was almost forty when I got out and yes I feel angry, betrayed and annoyed to have wasted so much time and money on a fantasy. I also feel profoundly lucky to have escaped when I did.