I saw it two weeks ago so it's not fresh on my mind but doesn't it literally end with Amanda calling him out as he struggles to make sense of it.

But to say he fell for it is a bit hyperbolic. He was obviously drawn in but he's extremely suspicious for the entire film. Their first interview includes him telling her he thinks it's a PR stunt.

They don't come right out and give a conclusion but it's obvious he doesn't believe her.