For the examples that you listed, the reason why the lies were harmful was because those characters then proceeded to drastically alter their behavior to the extent where their lives would be devastated if their beliefs turned out to be false

The reason why the truth behind Nora's story does not matter to the characters is because they simply accepted it and were ready to move on with their lives. If after the finale, Nora and Kevin proceeded to track down the scientists so they can get vaporized together in an attempt to bring both universes together, then it would definitely matter to them if Nora was telling the truth. But Kevin doesn't even attempt to ask questions about Nora's story and is just relieved that he has another opportunity to be with her. He says "Why wouldn't I believe you? You're here". But that doesn't make sense because Nora being there doesn't actually support her story in any logical manner. So what Kevin's actually saying is that he's willing to accept it and move on, which Nora is clearly relieved to let happen