North Koreans don't believe it because it's bullshit. Bullshit in the sense that it's not true and further because it's not even true that it's purported to be true. All of these spectacular and miraculous claims are internet memes. Notice how they are never sourced. The most it ever says is "According to Kim Jong Il's official biography", yet none of these claims are actually in his biography. Don't believe me? You can read Kim Jong Un's official biography here as well as an older official brief history of Kim Jong Il here.
We, in the west, often talk about the extent of North Korean propaganda misinforming the North Korean people but we do not realize just how much misinformation we have about North Korea and the falsehoods we believe. I'll give a few examples:
Remember when it was reported that Kim Jong Un's girlfriend was executed? How it was circulated as fact in the media? A year later she was seen alive. Oops.
How about when it was reported that North Koreans were forced to get Kim Jong Un haircuts? That wasn't true either. Oops.
Kim Jong Un's Uncle fed to starving dogs? Hoax that began as a satire on a Chinese blog
State media claiming to land 17 year old astronaut on the Sun? Nope - just another satirical story.
North Korea claiming to have found an actual unicorn lair? They made no such claim.
More, courtesy of Wikipedia: https://en.wikipedia.org/wiki/Media_coverage_of_North_Korea#Examples_of_inaccuracies
Honestly it's quite a strange.