Why do they not believe in impossible things?

On S4 E4, and what I don't get is that all of these people basically live in a place that shouldn't exist logically, and have witnessed horrors straight out of a scary movie. They have seen a place where you keep coming back to no matter what, monsters, humans giving birth to lumps which become monsters, things that haunt and kill you through your dreams, stones that keep monsters out for some reason, a tree that can transport you anywhere at all, visions of people that are true, and some of them are also looking at rebirth.

And yet whenever someone mentions something else that sounds impossible, they're just as big of a skeptic as if they're living a chill everyday life in a random small town or something.

If all of the above can exist, why can't a >!golem!< be a real thing that saves you, or the >!Lake of Tears!<, or why can't >!Jim's spirit!< really have whispered solutions. These things may not all be beneficial as they seem on the surface and instead be "tricks" the place is playing to endanger the characters, but they're just as valid as a town you can never leave.

I'd dismiss it as a human tendency to normalise what you do know as real and what you don't know as impossible, but they're still actively discovering new freaky things every season (unlike a civilisation that has existed in this horror for hundreds of years or something).

Why are they so quick to dismiss possible theories?