They obviously believed something and weren't going to abandon their belief.
Likewise, the early Christians who said they had encountered Jesus risen from the dead, were so persuaded that they had seen him, that they were willing to die. Just as victims of the Inquisition weren't dying for a lie - they actually held their beliefs, they weren't pretending - so it is not illogical to suppose that the apostles who said they saw the risen Christ, BELIEVED they saw him - because they were willing to be put to death rather than change their story.
Interesting thread. Just thought I would throw in this gem that came from the mouth of my 7 year-old yesterday before chruch:
“Hey, Jesus is risen. Let’s get the party started!!”