Emma is turning into the "Scully" archetype, where even when she's presented with all this weird stuff that should make her question her beliefs, she still plays the stubborn skeptic.
The difference is Scully really DID see and experience some crazy, otherworldly shit.
All Emma has really encountered so far are some strange people who either claim to be fairy tale characters, or who have character traits somewhat reminiscent of those characters. Hardly enough to make one start believing in a fairy tale curse (at least I would hope not, or I really have to question the skeptical abilities of the audience).
So far, from her perspective, it's far more likely these people are either seriously sick in the head, or are playing a huge practical joke on her.