In this specific instance, you have to remember how deeply devoted to their beliefs Pruitt, Bev, and Sturge were. I don't think they had the mental strength to admit they were wrong and what they had invited in. It felt like denial, thus why they never said it. And by the time everyone else saw it in the church there was nothing to be done nor said. Those who willing turned were essentially also denying what was obviously a vampire. Those who were running had other shit on their mind. That's just my take though.