I don't think it's even gamblers not thinking a promotion can be player favorable, but that's just not even in the realm of their thinking. It's not that some have heard of it but don't believe in it, but they've just never even heard of or considered that promotions can give the player an advantage.
I played a promotion about a year ago that was out of town. They ran the promo twice. There were gaps during the day where the promotion wasn't available, so we'd sometimes walk around and check out other machines and see if there were other APs there. We found some nice-enough people that seemed to be APs and talked with them a bit. Asked if they were from around there, if they were only here for this promotion or if there was other good stuff in town. Something seemed a bit off about them....like they genuinely didn't know what we were talking about (coin in, mail, other good promos, etc.). They asked where we were from and we said LV. They were like oh huh, what are you doing here? We're like -- uhh, we're here for the promo, duh.
Long story short, they were on the cusp of understanding what AP is, sort of. They understood the promotion was good, or rather, better than most other promotions. But they didn't understand the concept you can actually win from a promotion or that the promotion turns the advantage from the house to the player. They were going to be gambling anyway, just chose to go to the casino that had a promotion to give them something back so they lose less.
I think the same applies to a lot of people who work in casinos. Many dealers and even some floor personnel think card-counting can only decrease the house edge, but cannot give the player an advantage, because "the casino always has the advantage". (I used to be a dealer and talked with others during breaks or on dead tables.) A few floor/PB's thought card counting was illegal, but casinos don't arrest those cheaters because of public image or w/e. One thought because the casino is a corporation/company/business/etc. (ie: private land, not public/government-owned) that they didn't have to cash out your chips or TITO vouchers if they didn't want to, and don't even have to pay jackpots if they don't want to either.