Even without considering the parts that involve so many interests, it's difficult to convince people of certain things before they have been confirmed, due to the vast potential harm. Some have suggested that Proxy Agents should provide proof, but proof requires time and puts even more pressure on the Agents.
Proxy Agents have never been the kind of existence that people believe in unconditionally. They only have one chance, and when they appear in a world, it is often because that world has already started its countdown. Asking them to provide proof would only delay the Proxy Agents' chances of success.
In the past, with the support of Dusk mercenaries, the native inhabitants would already be sufficiently informed during the doomsday countdown, which made it somewhat easier for the Proxy Agents to explain themselves when encountering similar situations.