Ivan is a militant atheist who not only doesn't believe in God but also denies the existence of Satan. Evidence of Ivan's general attitude to religion can be seen in a skeptical poem he's recently written on Yeshua, or Jesus. In that poem, Ivan clearly demonstrates that he doesn't believe that Jesus was a real person. That being the case, he also doesn't see why Satan should be regarded as any more real. So when Ivan actually does meet Satan—in the guise of Woland—it should come as no surprise that he doesn't believe that he's just encountered the Devil himself.
If Satan really did exist and could convince Ivan of his existence, then the poet would have to change his entire world view from top to bottom. For he believes that man governs himself and that he is not controlled by supernatural forces, be they good in the form of God or evil in the form of Satan. Ivan's belief is so deep-seated—almost religious, ironically—that he's not prepared to accept that Woland is anything other than a mad stranger who asks lots of weird questions.