Of course, we do not know why the two unnamed disciples felt this way. Luke 24 does not tell us. However, we can at least guess.
In our society, we have all sorts of proverbs or sayings that tell us that it is easier to say you believe something than to really believe it. We say that “talk is cheap.” We say that we can give something “lip service.” We also have proverbs that tell us that it is easier to believe something in theory or to know it intellectually than it is to actually confront the reality of it. We say that, for example, “a picture is worth a thousand words” in making us understand something.
This is how it must have been for these disciples. Remember, it was not they who actually saw the empty tomb. In verse 24, they tell Jesus (who they do not recognize) that
Then some of our companions went to the tomb and found it just as the women had said, but they did not see Jesus.
In other words, they have heard from the women that Jesus was risen, and they knew that some of the other disciples had seen the empty tomb. But they themselves had not seen it, and they had certainly not seen Jesus alive. The reality of seeing the dead man alive would have been much more shocking than simply hearing about it from others.