For example:

Say I live in a bad neighborhood, but I'm kind of clueless and don't really want to believe it. I hear gunshots sometimes, but rationalize that it must just be cars backfiring. I hear my neighbors fighting, but tell myself it must be a TV program that someone has on really loud. I see people hanging around outside, selling who-knows-what, but tell myself that it must just be the local culture, and it's not my place to say that other people can't spend time outside, that's just silly.

The probability of the police breaking my door down because someone taking anonymous tips about drug activity misheard an apartment number is not any better in that situation than in the one where I admit to what's going on; my beliefs don't change the police's behavior. And in the situation where I acknowledge what's going on, I can do something about it, like finding somewhere else to live.

Acknowledging it is less comfortable - being afraid of one's neighbors is not fun, and the first situation avoids that - but feeling less fear doesn't mean there's actually less danger.