Oh no, we don't need to investigate them - it's enought to assert they exist and then insist any nay-sayers prove they don't. Keep the "get out of persecution free" card in reserve.
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.'