Does it make any difference? If you knew that we were an experiment, would you change the way you behaved one iota? Would you try to be a better person, in hopes you could get some attention from them? Would you try to communicate with them? Would you maybe even see signs everywhere that they were communicating with you?
Life is an experiment, no matter how you look at it. It matters not whether there is a who running the experiment or not. And if there is a who (that Horton heard of), it really doesn’t matter who that Who is. There’s no persuasive evidence to suggest such a thing is true, but you can’t prove it isn’t true either.
These kinds of thought experiments seem to be a phase that people go through. Am I me or am I really a butterfly dreaming I am me? Is there a reality out there, or am I just imagining it? Does it all take place inside my consciousness? Am I real because of some very powerful entity such as your experimenters or such as God, or did I come from processes stemming from the way the universe behaves? If the universe started from the big bang, how did the big bang get started?
If you think about it enough, you realize that whether or not all of this is true or none of it is true, your behavior and the behavior of the universe is extremely unlikely to change. At best, thinking about this stuff helps you learn how to think, and how to carry thought experiments through.
We may or may not perceive much of reality. I doubt if we perceive much of it, but we do perceive enough to get along. To keep beings of our type successfully reproducing. To generate enough free time to conduct thought experiments like this. Personally, I think it’s more interesting to wonder why we carry out thought experiments of this sort, than it is to think about plausible answers to the questions.