@sqrt9 I would agree, but I think it also depends. I believe they were in high school when they died (it's not confirmed what age they are since the beginning was weird about it. First, it says that they're 25 mentally while they're physically five, which would make them 20 at death. But right after, it says that they were 18 when they died), and I would say that at 18, most are still not quite mature. Also, if we were to go by the korean standard of age, they would actually be 17 in US age (since koreans are 1 at birth).
Also, living as little kids for a while make anybody's mindset degrade. Being abused and treated like trash, no matter what age, leaves a huge mental scar on anybody, so you can't just call them dumb for not believing that the Emperor and the 3 princess care for them. Trauma affects everyone. I think it's fair to say that their reactions to their family in this world are perfectly valid considering their circumstances in this new life of theirs.
In my opinion, the way they think is pretty typical for a18 year olds who have been through trauma. 25 is probably stretching it, but then again, like I said, if you were to suddenly regress to the age of 0 in a new world where nobody knew who you were and would therefore treat you as children, your mental age would probably regress as well.