It isn’t, it’s just a popular phrase.

On April 1st, people play all kinds of pranks on each other. Then they say ‘April fool!’ Everyone laughs. Creating a successful April 1st prank is a lot more difficult than saying ‘April fool’.

Once people have bought into a major delusion, it is often extremely difficult to convince those people they have been fooled. However, unless everyone bought into the delusion, you can’t really say the one was easier than the other.

People who have bought into something often fail to realise the fallacy of sunk costs. It’s easier to plough onwards in the hope that it will work out than to admit they’ve been fooled.

However, this isn’t always the case. Last Christmas I ordered a jacket online in what (later) appeared to be an elaborate scam. It never arrived. I complained to PayPal, and got my money back. They had obviously spent a lot of time putting the scam together. All that persuaded me to demand my money back was it not arriving.