There is no burden on anyone. If I say to you unicorns are real, you have two choices: unmoved or uninterested, you can ignore the claim and move on with your life. Or, if you are so moved, you can say, prove to me unicorns exist and examine whatever evidence the person might have. Just because someone makes a claim doesn't mean you're obligated to lose your shit about it. That's your ego trying to make itself feel superior.