Im pretty sure he did but others assume it's just a story setting or a personality of the portrait
The reason they don't belive him is because while he isn't lying from his perspective from there's it makes even less sense. Would you believe someone who says they are a human when everything in you is screaming they aren't? Its hard to think he isn't being intentionally facetious if you can tell he is at least a god tier being. Him thinking he is still human and insisting on that is inconsequential when he is now two people meshed into one, friends and dinner partners with a god, can create objects, animals, and worlds, and can teleport. To them this being that is clearly god-like is insisting it is human while being clearly not.
Does jio tell them that he was a normal human once and how long ago that was?
Or will they think that he is and was never a human?
It's bothering me a bit that they don't listen or don't really ask more when he said that he is human.