Their initial reaction is reasonable given the circumstances, and then they take it seriously and care about it. I guess I can’t persuade you but that’s literally what happens in the movie, unless you think Yoda and Mace are lying.

Like imagine someone told you a group of guys that your ancestors fought and wiped out in the year 1132 or something are back and they want revenge on you, and they’re working for Coca Cola to coup a government in South America, and the only way they’ve been identified so far is their choice of weapon and martial arts style, based on a single guy. And you have psychic powers that let you sense danger and looming threats in general. And the guy telling you this is a little bit of a renegade who doesn’t see eye to eye with you on a lot of things. You wouldn’t be a little bit skeptical? You wouldn’t think Coca Cola overthrowing that government (your existing assignment) is a bigger deal than the details of a single hitman they have working for them? Obviously Star Wars operates on much larger timescales in regard to the Republic, but still.

“but they themselves don’t think it”

“Go with the Queen to Naboo and discover the identity of the dark warrior. This is the clue we need to unravel the mystery of the Sith.” - Mace Windu