He tells them that all he's gonna write in his letters to them and when he does they still don't believe him! Now the ol' brainless bearded wonder blunder I can understand. He's absolutely senile! But the rest of the Roast Chicken Club are way younger and some of them actually know Harry personally. Those that don't should at least talk to those that do and truly listen to them instead of the senile old goat molester. I think it's either a family thing or he framed his older brother.
Author's response
This was basically showing that despite everything they've seen and done, most of the wizarding world, and especially the Order, are too blinded by Dumbledore and his mystique. Until it's been blindly shoved into their faces, usually when they're about to be killed or something, most don't realize that hey, maybe Dumbledore fucks up too.
Harry's friends on the other hand, have spent enough time with him to know that despite Dumbledore's assurances, his assumptions don't quite line up with what they've witnessed first hand.
Sorry, that should have been blatantly shoved in their faces.