The simple and unfortunate answer to your question...

..they are too invested.

Same as they are too invested in "the War on Drugs"...

They have lost their sons and their daughters, and other near and dear.

They have paid a high price and many couldn't bear the thought that all was in vain - worse - pointless.

So they resist the information that trickles their way - as with the media being what it is - a trickle is all they're getting, with plenty of fanfare and star-spangled flags eagles, patriotism and promises of cake to sooth their anguish.

Its not entirely unrelated to gamblers' remorse.