Honestly, from what I gather, I think Lia's conscious is in agreement with being put back. She's not avidly disagreeing, now is she? Plus the, "It's awkward to pee." comment could be taken as her saying that it'd be a lot better to just be put back, since their new way of life is simply unfair for the both of them. Lia's conscious wouldn't be gone anyhow, she'd still be her own person, just not visible all the time. Besides, the both of them would finally be free of any worry or fear of what could happen if they're separated again.
Anyhow, Lia was human, correct? So her conscious was originally inside of her in the human world, correct? And I doubt her conscious is going to mind that much. Hell, Don and them all have their conscious inside of them and we're not crying over the potential loss of character's who're unfairly placed inside of a person. Don even said, without your conscious inside you, you don't feel whole. So who's to say Lia and her conscious don't feel somewhat empty the way they are? Maybe it's painful for them both not being one.
Also, since she's like... a dream world inhabitant now anyways, wouldn't it make sense for them to become whole again? Maybe that's why Lia goes psychotic so quickly. She was human, crossed over, had her conscious ripped out of her as a persona, became a dream world inhabitant, thus becoming more unstable without her conscious than she would have originally. It also probably makes her cross over as the Mara quicker, almost instantaneous. I'm wondering now if Don might go insanely psychotic in a short period of time if his conscious was ripped out of him.
See, Fiona was separated from Mary often, for long periods of time and she was changing gradually. I think this is because Fiona was/is still human at this time. She wasn't dead yet obviously (And we still don't know if she really is. Don mentions Fiona went back at the beginning of some odd chapter somewhere. Maybe that's a hint of her returning to the human world and giving up her title? Honestly, I think she passed her title over to Don.) so she was still just a human in the dream world. Whereas Lia (If I gather this correctly.) died and became a soul trapped in the dream world, thus becoming a native so to speak.
Sadako on the other hand, had died but sequentially became the ruler of Nod seconds later. Her power made it so she could banish her conscious and not be effected by it so powerfully. However, when her conscious was returned, she was hysterical, crying, apologizing, yelling at her conscious all at the same time. So her power most likely prevented her from descending into madness, but still, the effect of not having her conscious was there and caught up to her all at once and she broke down, even though she was now not only a dream world inhabitant, but the ruler of Nod altogether. That alone should prove Lia is not automatically a psychopath with crazy ass thoughts of killing flowing throughout her mind. She's not the only one capable of it, she's just the only one who's ever been subjected to such a form of torture; more than once even.
Also, why is no one beating up on Lucy? She has her conscious within her and she still betrayed Fiona! Sure, she felt guilty in doing so, but she still did it to save her own skin. She willingly betrayed her friends for her own selfish reasons. So she was sorry for it, so what? You assume Lia isn't sorry too? At least (In Mary's own words here.) she had a legitimate reason. That girl be missin' her conscious yo! She don't know what she be doin' right now! (Crappy ghetto voice end.)
Holy crap, long ranty message is long and ranty.