Hmm-well,hearsay was much more believed in those days.
And strangely-arent ALL the best horror writers skeptics?
By no means; at least, this was the case until well into the nineteenth century and beyond. After all, most writers (of any stripe) before that point tended to have some religious belief; many had a fair amount of belief in the supernatural in one form or another (even if a somewhat reserved belief at times); very few of them were outright skeptics in the sense of complete disbelief.
Blackwood and Machen were both mystics (in fact, both belonged, at one time or another, to The Order of the Golden Dawn); Bulwer was certainly a mystic; E. F. Benson had at least a belief in the
possibility of the supernatural, as did M. R. James; so did Hodgson, Wakefield, Dickens, and Le Fanu. It's more a matter of not being gullible enough to buy into much of the formalized occultism and spiritualism (which really do tend to show a rather meagre imagination when you look at their stuff), rather than an outright skepticism. In other words, they do see it as a violation of the natural order, the irruption of the numinous or supernatural into the natural, more mechanistic, universe, and therefore an extremely rare thing, as it questions the very nature of accepted reality; whereas those who view such things as relatively common tend to (as HPL pointed out) view them as less impressive and awesome or terrifying.
With the Pliny, though... keep in mind that it wasn't that hearsay was so much more easily accepted, as that there was less known about the way the world works, and therefore such things were thought to be less unlikely or impossible than the rationalist of today would hold them to be.
