That realization doesn't come easy. To accept it would require them to abandon a lifetime's worth of indoctrination about how the world works. It's simply too much to compute at once, so most people pick the least intellectually disruptive reality: "If that were true then that means the whole world is fucked beyond repair and we've all been hoodwinked into believing otherwise. That would be catastrophic...that couldn't happen...you're just a conspiracy theorist".