While generally you are of course correct, this is not always the case. Some facets of reality have been willed/believed into existence. Nations and social orders are real, but only exist as long as people believe in them. For example, when in 1991 people stopped believing in the existence of the USSR, it was erased from the objective reality in a very brief span of time.

It can be similarly argued that the modern income/opportunity distribution owes its continues existence to the fact that enough people believe that it exists and is lawful.