Here's why Mrs. Rogers is skeptical:
* Inconsistent details: Miss Brent claims to have seen the blonde woman leaving the inn at 11:30 PM, which is later than the time she herself claims to have gone to bed.
* Lack of corroboration: No one else at the inn remembers seeing a blonde woman, and the innkeeper specifically states that no woman left the establishment during that time.
* Suspicions about Miss Brent: Mrs. Rogers knows that Miss Brent has a hidden past and is not a particularly trustworthy person.
Mrs. Rogers is not convinced by Miss Brent's story because it doesn't add up and seems deliberately fabricated to deflect suspicion from herself. This suspicion is a key part of the mystery, as it eventually leads to the unraveling of the truth about the killings.