Disneyfication is a hell of a drug. Faeries in actual folklore are the embodiment of nature, ever-changing and free-spirited, which is portrayed accurately -- but they do not have empathy or sympathy as Disney's depictions would have you believe. Just like nature doesn't care about petty mortal contrivances, neither do the fae, and being made to care brings out the devil in them like nothing else. The first rule about fucking with the fair folk is that you do not fuck with the fair folk.
Their portrayal here is a bit overblown (because Nasu seems to enjoy writing Flaming Asshole characters), but this is more in line with traditional folklore.
They really did drag that bit out. But the reason behind Altria's avoiding the elephant in the room becomes really, really simple in hindsight when the characters finally figure it out. It would very much be a case of "Understandable, have a nice day." if it weren't for... everything going to shit right now.