Board Thread:General Discussion/@comment-37.142.180.100-20170428190527/@comment-25375217-20170428191933

Not necessarily their belief that Henry is delusional but their ignorance of their past lives. (Although, since the curse was actually designed by the Black Fairy and adjusted by Rumple, it's possible they knew about Henry somehow and Regina didn't know that failsafe was in there.)

Alternatively, it could just be them declaring it a coincidence. If you saw a storybook character that looked a lot like you, would you immediately assume that you had been cursed to forget a past life where you were that character?