My last attempt

I certainly can understand the compulsion to warn others of a danger you believe to exist. If I was on a trail and I believed there to be a hungry grizzly bear around the bend, I would warn others of that danger. I would feel a moral obligation to warn others.

If there’s actually no bear, I appear the fool - but my intentions, at least, remain unassailable.
So when you encounter someone like this when there is not a bear, do you:

a) thank them for protecting you from the "bear"
b) pity them
c) ridicule them
d) just try to avoid eye contact until you get past them?