Best story I've heard on EscapePod in a long long while.
I particularly enjoyed the thought put into the construction of the world. The mechanisms which ran the lifeforms and their tools were fairly believable. Properly managed airflow works just like a babbage engine and pneumatics can otherwise power just about any mechanism.
What I liked most though was the detailed description of the world because it really stymied your attempts to think your way out of it.
If the atmosphere is pure argon, you can't make fire easily.
None of the elements in the world were as hard as the chromium shell so you couldn't dig your way out of it either. The limited constraints made it hard to engineer a way out of the problem and instead forced you to consider the philosophical points. A very fine tactic.
But I must confess it tickled the pure engineer in me more than the philosopher. There was one VERY important force in the world that was missed. The pendulums used it. If the ceiling was so incredibly high, simply by climbing much higher in their atmosphere, they could largely escape their fate. Simply build very high up and a giant pendulum, then stopper up the great breath. The pendulum loads empty lungs on one side of it's swing and unloads full ones on the other. The lungs have a simple pressure-switch that snaps the lid shut at a particular air pressure (the bottom of the pendulum arc) There. A simple mechanical solution.
Also, if you want to get really geek-crazy... There were magnets and glass lenses and mirrors. That's enough conductors and semi-conductors to build vacuum tubes and a few simple IC. You might be able to create an electric generator and use that to power an argon laser to try to puncture the shell, or at least liquefy chromium for making other tools which could then be used for digging away at the shell. Of course, if it's infinitely thick, it's a futile act, but we never gain knowledge if we don't try to gain knowledge, right?
I do enjoy the whole 'seat of consciousness' question though. It's entertaining to wrestle with and his self-analysis was pretty neat and the whole universe did have a nice set up for making people think about that.