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Understanding the interplay between human behavioral phenomena and infectious disease dynamics has been one of the central challenges of mathematical epidemiology. However, socio-cognitive processes critical for the initiation of desired behavioral responses during an outbreak have often been neglected or oversimplified in earlier models. Combining the microscopic Markov chain approach with the law of total probability, we herein institute a mathematical model describing the dynamic interplay between stage-based progression of awareness diffusion and endemic disease transmission in multiplex networks. We analytically derived the epidemic thresholds for both discrete-time and continuous-time versions of our model, and we numerically demonstrated the accuracy of our analytic arguments in capturing the time course and the steady-state of the coupled disease-awareness dynamics. We found that our model is exact for arbitrary unclustered multiplex networks, outperforming a widely adopted probability-tree-based method, both in the prediction of the time-evolution of a contagion and in the final epidemic size. Our findings show that informing the unaware individuals about the circulating disease will not be sufficient for the prevention of an outbreak unless the distributed information triggers strong awareness of infection risks with adequate protective measures, and that the immunity of highly-aware individuals can elevate the epidemic threshold, but only if the rate of transition from weak to strong awareness is sufficiently high. Our study thus reveals that awareness diffusion and other behavioral parameters can nontrivially interact when producing their effects on epidemiological dynamics of an infectious disease, suggesting that future public health measures should not ignore this complex behavioral interplay and its influence on contagion transmission in multilayered networked systems.