Critical thinking is a skill, not an inborn gift. You may end up better at it than someone else by virtue of some as-yet-unknown genetic or epigenetic factor, but only if you both learn the skills and practice them.

Worse, even with learning and practice everyone fucks up at least a little. Even if the only place they fuck up is thinking that because they have the skill and practice that they can’t fuck up.

We’re all fucking meat bags filled with hormones and chemicals. That shit will override every bit of common sense and critical thinking that’s ever existed. Not every time, but eventually, and more than once in your life.

Propaganda is only propaganda if you aren’t part of the institution generating it. If you’re a random asshole in fascistan, or whatever, chances are that the propaganda is just noise, the same way commercials or waves crashing are. There’s no need to think critically if all you want to do is coast and get by.

So they “believe” it in roughly the same way that people believe if they work hard, they can achieve anything they want. Even if they know better, what’s the alternative? Seeing reality and still being stuck in the same place? Nah, even the ones that have practiced thoroughly aren’t fucking around most of the time. Why would they bother if they apply that critical thinking and realize nobody really gives a fuck as long as they aren’t too hungry, and the worst stuff is happening in some letter town? They wouldn’t. It’s too fucking depressing.

Also, you assume that critical thinking can overcome a lack of information. The “news” is always the news. If you have no other sources of data, critical thinking doesn’t apply until something contradicts that news. If you control what people see and hear, you control the people. There won’t be enough opposition to matter, if you’ve set up your regime right.