Answer:
Because they were afraid.
Step-by-step explanation:
Lilliputians preferred to believe that Gulliver came from another planet because they were afraid that there would be so many more people the size of Gulliver so close to them, being so small they did not want to feel vulnerable and helpless against such giants.
The liliputienses also did not have the defense mechanisms to defend themselves in case these Gulliver-sized giants decided to attack them, they had already verified with Gulliver himself that his weapons and defense mechanisms did not work.