Actually, I found that Sam showed a lot of skepticism and didn't accept something as true without some kind of proof.
To use two of the examples referenced above:
Sam didn't accept that Angelita could possibly be an angel until he'd seen some unexplainable events happen with regard to her. Once he lost his memory of who she was (and thus, the memory of those events), hre regained his skepticism.
Sam's quoted as saying to Al in "MIA" that there is no devil (or words to that effect). It's not until he confronted with the reality that he loses his skepticism.
Another example, in "The Curse of Ptah Hotep", when everyone around him keeps assigning blame for everything that's happened to the curse and the mummy, Sam's the one who keeps denying that. It's not until the end that he enterains the thought that mummy might be coming back to life.
Finally, in "Blood Moon", when Al keeps saying that Sam's leaped into a vampire, Sam keeps denying that as well to the point of poking fun of Al. Again, it's not until the end when he can't see his reflection that he even entertains the idea that vampire's are real and that's what he's leaped into.