The expression is invented but the underlying relationships are discovered. It's silly to think that the sqaure root of negative one is something real to be discovered. It's just a stand-in to express complex relationships more succinctly. The same for negative numbers, for that matter. It would be equally silly to think that the underlying relationships are invented. Nobody invented prime numbers, they were discover…
Are you sure negative numbers are not "real" in the same way natural numbers are?
That would mean particles like electrons with a negative charge are not "real", too. And someone can argue that his negative bank balance is not "real".
As for complex numbers, I fail to see how they are less real than real numbers. Real numbers are points on the real axis, while complex numbers are points in R^2 plane. If we question the reality of real numbers, we can also question the reality of the plane.
Mr Euclid would frown to hear that.