Lets go back in time instead... it's 1400 and you're a native American. I am a fortune teller and I say people in boats bearing shiny metal sticks will eradicate us soon. To the natives that gun would have also been imaginary if you would have brought up the situation to them. I would say that it would believable if they thought the worst possible outcome they could ever have was another tribe of close to the same capabilities attacked.

We don't have any historical record if those peoples had discussions about possible scenarios like this. Where there imaginary guns in their future? What we do have records of is another people group showing up with a massive technological and biological disruption that nearly lead to their complete annihilation.