I think it's that people don't want to accept the idea that they've been had, suckered, hoodwinked, bamboozled, ganked, ripped off, gyped, screwed, swindled, fleeced, defrauded, exploited, victimized, hustled, cheated, shortchanged, betrayed, fooled, duped, gouged...
That's why people like my parents would get angry when you point out the logical fallacies in their bad investments with snake oil and religion.