Delsin has seen strange stuff, he has even been pulled into a computer game (inside his world), his world had a large molten magma man called the beast destroy city's for no apparent reason, something that suddenly disappeared from the world like it never existed, taking all conduits on the world out, and suddenly conduits started to reappear.

and as said before, his world has lots of people that think aliens are true and even say a conduit is from an other planet
plus its not the first thing he thought up, its just with people so different that it wont even fit the conduit matters as far as he knows, you start looking for other reasons and it was just the most likely possibility he could think up with compared to even crazier ideas, admitted he likely has thought of the entire game world option as well, but that sounded even weirder then the entire, we got abducted by aliens idea XD

admitted I might have had to put that it better down with those matters