The story of coming back from another word sure would sound ridiculous, fair point, if this was a normal world setup, unfortunately for the girl, she's a wizard from a wizard academy which fights demons which MC didn't even know the existence of until after returning from the other world. Plus, she knows he's capable of magic and very strong, something that as far as she knows, he somehow acquired after dissapearing. Is it so impossible for her to rationalize "hm, he dissapeared for four years and no one, not even me with my magic, was able to find a trace of his existence, then he suddenly reappeared almost so suddenly and much different, and he's now somehow even cabaple of magic and he was even stronger than some of my companions despite the fact he was never know for magic and he didnt know the existence of wizards, and now he's saying he went to another world. It's very unusual even for my magical life, but it does make sense all things considered, specially since he's really convicted on it, maybe I can believe in that for now and see if I can discover more" instead of outright denying and so convictedly call him a liar. If such stupid "misunderstanding" is need to make the story not be a nothing burger then I suppose the story is pretty boring (specially since this stupidity only lasted until he saved her ass), but that's just my thoughts