The scene of the X-Men was shot on the set of X-Men: Dark Phoenix and then digitally inserted into Deadpool 2.
The actors apparently didn’t know what was happening outside their shot.
The reason that Evan Peters, and apparently the rest of the actors didn’t realize what they were filming is because, as we had learned previously, they weren’t actually on the set with Ryan Reynolds at any point.
Peters tells ET Online there were multiple versions of the scene; hopefully, we’ll see them in a future Blu-ray release.