Claire doesn’t believe what Catherine says because she suspects that Catherine is mentally unstable. Now it appears that Claire’s questions for Catherine were motivated by her trying to figure out whether Catherine would admit that her mental health has been poor. Claire is twisting Catherine’s words to fit a theory that she already has, that Catherine is mentally unstable. There
is evidence to support Claire’s suspicions (after all, Catherine did hallucinate her father’s presence), but her doubting Catherine nonetheless harms their relationship. Catherine is frustrated and bitter that Claire won’t believe anything she says. Additionally, Claire shows herself to be an unreliable investigator. She says she wants to find out what happened the night before, but she isn’t diligent in looking for evidence. She could call the University of Chicago to check the validity of Catherine’s story, but she doesn’t—she simply continues to (mis)interpret evidence to fit a theory that she already has.