They're not technically Historians, but Social Psychologists certainly have a take on this. In 1956, Leon Festinger et al published a book called When Prophecy Fails.
In a nutshell Festinger and his team heard about a secretive doomsday cult that was awaiting the imminent end of the world. So they joined them to observe how they'd react when the prophecy would fail. They documented two types of behaviors.
Most cults member snapped out of it, with varying degrees of disgruntledness, as you'd expect.
The rest of them did anything but. They basically doubled down, re-interpreting what had just occurred. And went from secretive to full proselyte zealot mode.
(Resemblance with well known resurrection cults is, I am sure, merely coincidental.)