For example, in the linked example of "Conformity", a person taking a test with several other people doesn't immediately leave the room when observing smoke and hearing a smoke alarm. This is IMO, a completely legitimate response: If several other people are calmly carrying on their business it's much more likely to assume they know something you don't rather than them all being just sitting lemmings oblivious to their own demise (or that they are all goons in on a televised hoax at your expense). Just imagine how intolerable life would be if every single person would want to investigate every single request or stated fact for themselves, just to discover the request is usually logical and the fact true (consider for example, a "Dead End" sign with every single driver checking if it's actually true).
Obviously the edge cases of these heuristics (the "illusions") should be examined, and care taken when appropriate, but it's important to remember that these human tendency are basically what allows complex societies (with many individuals with partial knowledge) to function.