For a moment, take a look at the scene where Daisy gets caught using Aza's real experience as fodder for her own artistic purposes. Aza is incidentally injured in an ensuing car accident, which can be taken as the "consequence" for this scene. In other words, she feels devastated and betrayed to find out that someone had been exploiting her suffering for entertainment and morale. But isn't that exactly what John Green is doing to these hypothetical characters? The meta-narrative nature of the question is part of the novel's core meaning—perhaps the only reason we experience such interesting lives at all is for the purpose of story sharing.
That would be one way of understanding the religious mysticism to which the title refers: Turtles All the Way Down is a reference to a philosophical question about the nature of reality. Consider for a second that what the novel's "Turtle" is the silent knowledge that as the reader goes through the novel, they can kind of see John Green's personality the whole time. He hasn't said one thing about himself, but the author is implied in the story because the story is orderly and meaningful.
Aza is OCD which means that in very tactical ways, she is constantly overanalyzing reality, imposing order where there need not be any (in small ways that John Green can probably identify with, no doubt, given that he has openly reported about his own struggles with OCD). This means that Aza is obsessed with meaning, in a way, but since she is more comfortable with order than chaos, Daisy's artistic point of view is almost traumatizing to her. It makes her wonder if secretly, her life is already fiction somehow. The reader knows that secretly, she has found the "chain of turtles." She is in fiction. The author is simultaneously suggesting that we readers are also embedded in epic stories that are true.
