I also see the amusement value of the fact that there is a semi-cultish PUA subcommunity. It reminds me of people who regularly spend significant money attending real-estate conventions to receive advice on how to make big deals, yet have never made a deal in their life and possibly never will (this comes from a friend who has purchased, rented, and sold real estate, and thought to get some value out of said conventions).

However, I hope your "just can't get over the fact" is for dramatic effect, because you really do need to accept the reality: they're rational, except they're suspiciously easily convinced that they really could be getting all the sex they want.