There's a story that Houdini was visited by Arthur Conan Doyle, a great fan at the time. Houdini had an illusion that apparently showed him walk through a brick wall. After a show, Harry showed Arthur that he used a rubber floor and went under the floor. Doyle's reaction was: I don't think that's the truth, I believe you can walk through walls. This from the man who brought many of us the idea of evidence via Sherlock Holmes, and yet believed in fairies at the bottom of his garden.
Irrational belief in the impossible is what is apparent here.
In the face of all the facts, these people regress into conspiracy theories. That's how they roll.