I am guessing ahead of time that the answer is no, it's not polite to express disbelief when one is told a supposedly true story that one has trouble believing.
Here are my first example that got me thinking: (I'll put my second example in another separate post.)
We know a very polite and friendly young man, "Adam," who grew up with our children in our old neighborhood in the big city. We still see him maybe 3 times a year. We like him, our sons like him.
When we saw Adam recently he was telling us a fascinating story about a crime which was attempted against his family. There was a freak accident during the crime attempt, which led to an extremely bad outcome for one of the criminals.
It was a very interesting story... but while I was listening, I found myself wondering if it really happened. It could have happened, of course, but it was so unusual that I found myself wondering...
...so after Adam left, out of curiosity and disbelief I went online and searched Google and the big city newspaper's web site and couldn't find any news about the incident. (The extremely bad outcome for the criminal in the story was so unusual that I'm certain it would have made the news.)
No big deal.
I'm not losing any sleep over it.
But it does leave me wondering if we were lied to. I do not think there is any polite way to ask Adam more about the story the next time we see him, is there? And there wasn't any polite way to have expressed skepticism while listening, was there? (We never see Adam's parents these days or I would just ask one of them.)
(For the record, after Adam left I asked one of our sons what he thought of Adam's story. My son said that he was glad Adam's family was OK, and then my son said, "You know, Dad, I'm kind of wondering if that really happened the way Adam said...")