>>723633245
It's not really the case in Sacred Stones. The bad guy has taken the form of her childhood friend that she grew up with so he can trick her. Eirika's pragmatic for 99% of the game, but it still takes a lot of convincing for her to finally realise Lyon's already dead. The plot is different compared to Ephraim's route where Lyon isn't the Demon King and Eirika might have been able to convince him to stop.
On the other hand, Celica immediately believes the black-eyed obviously evil priest who appears out of nowhere in secret and goes so far as to keep it a secret from the people she's spent months travelling with and risking their lives in combat together.