There's an extremely simple answer to this: humans don't actually change their minds rationally. People arrive at most beliefs emotionally. The reason the people DO NOT change their mind when told that "the scores were fake" is because they felt good when told the scores showed that they were correct, and that reinforced their own belief about their skill.

When told "actually the scores were made up" this is new evidence but it doesn't change the underlying narrative (they already believed they were good, and that was emotionally reinforced). If you keep this in mind a lot of human behavior becomes much more predictable