Actually, it's far simpler than that. Huggy warns not to open the door because of the dangerous animal behind it. Thus if I open the door, I risk being mauled and/or eaten, and it would be my fault for not believing his word. However, I wouldn't have to open the door at all in order to assess his claim of a dangerous animal. I could simply ask what he knows about its existence and how he knows it, try to glean whatever information he has access to - growls or roars he may have heard, for instance - and judge its credibility. After all, if this animal isn't apparent until the door is opened, he can't know whether it's actually there either.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'