Why is it so hard for people to believe that this is an actual robot?

Because we live in an age of tech-bro grifting. The great grifter Musk had some person in a skin suit pretending to be a robot. We have all these “AI” companies selling air castles.

Anyone who isn’t skeptical is gullible.

Why would it be real? The video you’ve sent is a puppet on a string, suspended from the roof.