The main reason has to do with inconsistencies in the story. In the years immediately after the Holocaust all kinds of stories circulated that ended up being patently false. Numerous "memoirs" and stories were published in ensuing decades that also turned out to be entirely false. Furthering this, those who rationally attempted to discuss this matter were rather backhandedly attacked as a result, despite their clearly aimed intentions at providing an honest historical account (see: Finkelstein, Norman).

All of these things taken together create a cloud of uncertainty for some people. This makes it easy for them to accept the possibility that the whole thing is bogus. The reality is that Jews were definitely targeted and suffered disproportionately in Germany, and something definitely happened, and a lot of people definitely died, and the Germans were clearly not bothered by this outcome. Beyond that, regarding how it came to be exactly, and the details of what went on in the camps, is fuzzy and uncertain, like many things that occur in war.