If one believes to the best of their limited rationality that they have been abducted by aliens then the thing to do is not to jump all over them but to try and discover if, to the best of your rationality, what they say is true.
If we had infinite resources, then yes, you would be right. But our resources are limited and so in order to investigate anything at all, we must also decide to not investigate certain claims. So unfortunately we must dismiss many claims out of hand, without making the slightest effort to investigate them, not because we are dogmatic but because the finiteness of resources forces us to choose. On the bright side, there are many people on the planet, and so you can probably find at least a few who will lend you their finite resources. If it turns out that there is good evidence that a person really was abducted by aliens, then the few who had initially been willing to entertain and investigate the claim will probably, evidence in hand, be able to find a slightly larger audience, which in turn will find a still larger audience, and so on until it comes to wide notice.
If we had infinite resources, then yes, you would be right. But our resources are limited and so in order to investigate anything at all, we must also decide to not investigate certain claims. So unfortunately we must dismiss many claims out of hand, without making the slightest effort to investigate them, not because we are dogmatic but because the finiteness of resources forces us to choose. On the bright side, there are many people on the planet, and so you can probably find at least a few who will lend you their finite resources. If it turns out that there is good evidence that a person really was abducted by aliens, then the few who had initially been willing to entertain and investigate the claim will probably, evidence in hand, be able to find a slightly larger audience, which in turn will find a still larger audience, and so on until it comes to wide notice.