Moishe the Beadle was very important to Elie in the first part of the book. This was a man who had agreed to study the Kabbalah with a young twelve year old boy whose desire it was to be well versed in all things Judaic. He treated Elie like he was an equal and in turn Elie saw him as a friend. People in Sighet didn't regard him much before his capture. They helped him when they could, but he was of little importance to the community as a whole. After his capture and subsequent escape he returned to Sighet to warn the Jews of what was to come. They didn't listen to him, they looked upon him with pity. They didn't want to hear what he had to say. As for Elie, he was disappointed in this man whom he thought of as being all knowing when it came to God, religion, mystics, and kabbalah. He didn't want to believe Moishe, he wanted Moishe to stop embarrassing himself by telling these tales of these horrible events.
I think most of the feelings expressed toward Moishe had to do with the fact that no one believed they lived in a world where these things could happen to anyone. They believed they were a part of a civilized society. I don't think their feelings of disbelief and pity were largely religious based, they were just thinking that he had to have made these horrific things up.