It's all about trust at the end of it all. Sunak needs to convince Tory members he can be trusted to be the most powerful PM in living memory, "end the fairy tales" speaks to that. He's mostly totally silent, so I'm guessing he fears people start thinking "not sure I trust this guy" if he says anything. Every modern PM miraculously ends up substantially richer from the process, there's going to be a lot of opportunity for someone that wealthy that didn't exist with previous PMs.
Mordaunt is a Vote Leave liar, she cheered on the possibility of no deal. Who is winning every poll Conservative Home are doing. She needs to increase the fairy tale output to absorb the votes of candidates to the right of her when they fail, it seems Tories trust a good bed time story more than anything. I posted years back that they had become like Commies ("real Brexit has never been tried").
Truss has become the continuity Johnson candidate. The MPs backing her trust her to advance their careers. Zahawi's ridiculous leadership bid is the same thing, he's going to end up backing who he thinks can best advance his career (who he thinks will win, or failing that whoever else will tolerate him) and the cost of his support is having him in cabinet.