That's the narrative bias at play. We all are subject to it, and for good reason. People need stories to help maintain a stable mental equilibrium and a sense of identity. Knowledge that contradicts the stories that form the foundation of their understanding of the world can be destabilizing, which nobody wants.

Especially when they are facing struggle and stress, people will cling to their stories, even if a lie or deception in the story might be harming them. Religious cults and conspiracy theories are often built on this tendency, but so is culture in general.