Because The Big Bad Wolf doesn't need you to believe him.
Bigby: I'm faced with a few choices here. First, I could kill this town and everyone in it.
Bigby: It would solve every problem, but not in a way you'd like.
Guy in Crowd: Bullshit! Not even you could -
Bigby: It doesn't matter if you don't believe I can do it. Your consent isn't required any more than your permission lets the sun rise every morning.
--From "Fables: Werewolves of the Heartland" - On sale in hardcover...right now!