I would not advise inventing a ficticious confusion: that only serves to confuse the reader. Explaining why the theorem is interesting is definitely worthwhile.
I would add that the conjunction of Q&A should add value. Standard theorems with standard proofs would be clutter. When I have created self-answered questions<sup>1</sup> it's been for results which I couldn't find proofs for.
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<sup>1</sup> [Do the Faber partition polynomials have integer coefficients?](https://math.codidact.com/posts/286655), [Matrices with rotational symmetry](https://math.codidact.com/posts/286398)