They did not approach with even remote curiosity as to whether or not Jesus might have been resurrected. Even then, they did not suspect He had risen and did not remember His promise. When they couldn't find His body, they still didn't remember. They had heard Jesus say the words. The words were stored somewhere in their memory banks, but they didn't believe the words.
Words can be just words.
In fairness to the men, this is probably not an example of First Century male chauvinism. The women were probably not convinced yet themselves. They were very likely confused and disoriented. Apparently, the women did not come in shouting and bubbling with enthusiasm. I cannot help thinking about James, whose own mother was among the witnesses.