Needless Formalities
Of course, while this was what the upper echelons said, that did not necessarily mean everyone believed it. You have to understand that even in the modern world with so-called educated people and the internet, individuals would not believe things until they saw them with their own eyes, let alone in such an ancient world.
For upper echelons like Hao Donglei and the other hall masters of the various halls who had the ability to come into contact with greater secrets and truths, they would know that Dante's situation, though very rare, was not impossible and was not exclusive to him in history.
However, for the rest who had never even seen a being above Martial Master since they didn't have the right to encounter Grandmasters like Hao Donglei much, such a thing sounded like an exaggeration.