Indeed, I’ve always suspected your observation may be the best definition of ‘life’ we currently have; namely, living systems are composed of parts that are more complex than the whole.
It’s a hard concept to articulate.
But, as you obviously know, the principle is obvious.. it doesn’t stop with the neuron; I would suspect the neurons membrane or its organelles are more ‘complex’ than the neuron itself.
Inner life of a cell: https://youtu.be/wJyUtbn0O5Y
All a single neuron does is pass a signal to the synaptic cleft in response to a chemical or electrical signal at the other end. It's a simple subunit of a larger system.
Saying a single neuron is more complex than a worm is like saying a cat6 ethernet cable is more complex than a blast furnace.
Neurons can have millions of mitochondria [1], which they dynamically move about the cell. Neurons are like amoeba with dozens of pseudopods when young. Amoeba are more complicated than worms, in terms of degrees of freedom, no?
Check this video of fetal neurons movin' about. So cute! https://youtu.be/hb7tjqhfDus
[1] https://www.frontiersin.org/articles/10.3389/fncir.2016.0002...
Each of our experiences are composed of the experiences of (billions?) of other people. We aren't islands.
And do neurons know about us? Well, they only know what they know. I think what they know could potentially be an empirical question. Some neurons are far more complex and connected than others.