The souls bound in soul coins are both aware, and are suffering as part of that existence, and that is the entirety of their existence. A lich bound to a soul coin is just a soul coin - maybe they were a lich once, but now they are a soul coin, nothing more.
They have some fairly well defined rules for how they exist and function, and they are in fact fairly easy to destroy if that's what you want to do. Destroying a soul coin (which you can do as easily as destroying the physical coin with your weapon) frees the soul and releases it to go to whatever afterlife it would otherwise have before being claimed by the hells. Similarly, using up all of a coins charges via the proscribed methods - including simply asking it questions - Also frees and releases the soul. these are considered goodly acts, in terms of the tangible good and evil that are defined in the realms.
In the hells, the coins are also used as fuel for infernal engines, many of which power the various structures and settlements scattered about the hells, and which also power hellish vehicles. Using a coin as power to fuel something consumes and destroys the soul utterly. No continuance, no afterlife - even Wish might not do the trick here. So, if a lich wanted to pass his phylactery off as a soul coin, he'd be taking a large and pretty dangerous gamble for no real gain.
I very much think we should be able to use these soul coins as soul coins, since they are magic items that exist and have rules attached to them. We should be able to interact with them thus. The fact that we can't suggests that Larian intends to use them as plot maguffins instead... which is just disappointing, really.
