I read the book years ago and honestly don't really remember it, and haven't seen the show yet, but I was raised in a high-demand religion that some people consider a cult, and I can say that many of the smartest, most perceptive people I've ever met believed it all, even the more ridiculous claims. They just had this one big blind spot, despite being bright, educated, thoughtful people. Sometimes being smart made them even better at justifying things than normal people.
From a narrative/storytelling perspective it's annoying, but in real life it happens a lot.