Considering I managed to get him to come with me and try to help a universe that's having all sorts of different problems, not to mention we were only in that universe because a chunk of land randomly got teleported from my world to that one? Plus the fact that Tarot and Sabrina-magic Pomeranian and black cat respectively-have let him know about some magic stuff?

I think it'd be more surprising if he didn't believe you.

[And that's not even going into the fact that he's probably helping several survivors from the train, who now have powers of their own, with varying levels of reasonability. Arthur won't exactly be a cake walk, but Mungo should be able to help him.]