Ah yes, but they're not stupid
How do you know they're not stupid? Or at least so unwilling to accept data that doesn't agree with the Party line that their beliefs begin to appear stupid to any rational outsider?
For example say, read about NATO excercise Able Archer in the early 80s. An excercise that was hastily scaled down because the KGB seemed to genuinely believe that it was a precursor to a surprise nuclear attack on the Soviet Union - and nobody wanted to provoke World War III.
How can the KGB have genuinely believed this? Given that spying on the West was a hell of a lot easier than spying on the Soviet Union given that even with official secrecy our governments were massively more open than theirs. One option is of course that they didn't trust it - because they were so used to a conpsiratorial and secretive system - they couldn't believe that the West were any different. Just maybe better at hiding it within a mask of openness. Another is that they knew it wasn't true, but you don't get power and a bigger budget by saying your organisation isn't needed, as there's no threat. Another is that the leadership weren't in the West doing the spying and didn't believe the guys on the ground who knew what was actually going on but believed the ones who parotted the Party line about the big scary threats. Which might explain why they were acting on their fears of a NATO first strike?
As another example, when you read what Putin and the ex-KGB lot say about Ukraine it's always hard to know what's batshit insane and they know it - but are just saying to look scary and uncompromising. Where they're saying mad stuff because they're literally trolling - which is partly a black sense of humour and partly trying to look even more scary and uncompromising. And the scariest thought of all is that some of the batshit insane stuff they say - they might actually genuinely believe.
The downside of running your whole country through a one party state for decades is that some of the people who get promoted are just good at the political game, but useless at anything else. They don't believe in whatever the Party was originally about, they just know the Party is the only way to get ahead. But I'm sure you still get those who join with some sort of genuine desire to do a good job - again the Party almost is the only way to get any kind of serious power. But to get to that power they've got to spend decades mouthing the Party slogans and appearing to believe them. And eventually they might start believing them. Even if they keep a little space in their heads where they know what's actually true - so maybe that means you know the party is talking bollocks in your area of expertise, but how do you learn the truth in any other area, when all the public statements follow the Party line?
Once you start serious censorship, even insiders can't always know what's really true. Because at first you hide the truth from outsiders and keep the truth secret, but then the next lot of people to get promoted to the top have learned the "official truth" - and so have to look in the records to find the real truth that's been supressed. But what if someone has also censored that? And how can you know? So it's then dangerously easy for policy to become completely divorced from reality.