Conscience is a result of "something." That thing is a function of human thought and minds. We use the word to mean the composite of a person`s morality.
Given more than one person, and given that each person will have their own morality, we say there`s a "group" conscience as a way to reference the average...or summary relationship of each morality to every other morality.
It`s like the word "generation." There`s no concrete "thing" that`s a generation. The term refers to a relationship; a set of alike things. All people born within a time period have that birth date as a set attribute. When it`s "this" or "that," we say they are part of a generation.
Just because something or a reference term doesn`t resolve to a concrete, tangible "thing;" that doesn`t mean it doesn`t exist or it`s artificial. We don`t say that "marketing" or "sales" doesn`t exist, right?
And yet we could say that marketing is an artificial thing only within the confines of a market. And a market is artificial only within the confines of a society. Therefore, marketing doesn`t "really" exist.