to go back to the analogy you are here like one of the uncontacted people encountering a radio, and, after much experimentation and analysis among your group has concluded that the voice cannot come from inside but form some as yet unknown source outside, you call them insane for positing even the hypothetical existence of such a thing instead of assuming it comes from inside in some way we don't yet understand

Yet they also seem to be claiming that the source of the voices is not just unknown, but unknowable, and they cannot explain even conjecturally how it might be that the voices are transmitted. When there is observable activity inside the radio that might seem to be creating the voices, but our group does not yet understand the details of how it works, it might not be insane, but it's not particularly rational to focus on the transmission theory.