What does someone mean when they say they didn't want to believe something?

The question is not what someone means when they say, "I don't believe something". That means just what it says. e.g "I do not believe in ghosts." Nor is the question what someone means when they say "I can't believe something", which means that you believe it, but that it was unexpected. e.g. " Wow! I can't believe you got a new car"

The question is what it means when someone says "I don't want to believe something" This means that you do believe it to be true, but it is something you wish was not true. In other Words, bad news.

E.g. "Son, I don't want to believe that you failed Math, but apparently you did."

"I don't want to believe that the people of our country were stupid enough to elect him, but I guess they did."

"I know you told me you were sleeping with another man, but I just don't want to believe it."