I thought by the end that Bengelsdorf would realize the error of his ways, but nope, he just could not face his failures of judgement. He had to construct a conspiracy theory that would allow him to continue to believe he was on the right side. I got the sense that Evelyn, at least, wasn't really buying it, but felt compelled to continue her support of her husband. To the point that she would allow herself to be hoodwinked again, just to maintain her sanity. After all, he is now all she has left.