That's a great question! Thinking of it I realize that in fact they could have been confused, but to the direction of starting to believe that Jesus was alive. This also happens with us, we start to believe in phases. First we see a truth about the Lord, but our human minds (especially the ones with scientific backgrounds and highly educated) refuse to take their believe for granted, and start thinking it over and step by step we reach the conclusion to believe. At that time no one can take the believing and faith from our heart.