I guess the whole situation might not seem as fishy to my character as it does to me as a player, and maybe that’s why the DM say my character doesn’t investigate further. I just think you shouldn’t have to believe everything is fine because you missed a save.
Let me use a Sense Motive vs. Bluff example, as applied in a real life scenario to make it more relatable. There is a guy who games with us that is a total dope; he always takes my dice because he thinks it is funny. Lets say I go to the bathroom and come back to find my dice missing. I am automatically going to suspect him and call him out on it. Now lets say he makes a Bluff check, “It wasn’t me,” and manages to beat my Sense Motive. Because he beat my Sense Motive with his Bluff I am not able to sense any deception from him. But I am still going to be suspicious and think that he is the one who took my dice. Just because I cant pick up on anything doesn’t mean I don’t believe something is there. The same can be said for illusions. Just because I failed a save doesn’t mean that I don’t still suspect something.
See, this is the viewpoint that's going to get a DM's panties in a bunch. The point is that a successful Bluff effectively convinces the target of something. Otherwise the utility is effectively zero. Bluffing your way past a guard instead of killing him... impossible because the guard
knows he's not supposed to let halflings in, and you're a halfling. A DM is supposed to apply
circumstance modifiers to various checks as appropriate. If a guard has been forewarned especially against halflings and told what halflings look like and you show up and try to Bluff him, he gets a bonus on his Sense Motive. If he still rolls a 1 and the halfling rolls a 20, he buys your excuse that you're not
that kind of halfling, but rather an ogre who's been
polymorphed. The guard doesn't get to keep scratching his head and begging for additional excuses to bop you on the head. He just believes.
The problem is that you don't want the rules to be evenly enforced against you. I'm sure that if you were playing an illusionist wizard, you'd expect that your illusions actually work, instead of leaving the viewer skeptical. "Well, it sure
looks like my wife, but she's dead and I failed my save, but she's dead and I don't want to go to her even though I failed my save." You'd throw your dice at the DM.
Spells are
magic. They work the way they say they work. In your original post you admitted that a save was given, and failed. That's where role-play is supposed to kick in and obey the strictures of the results.
The point I'm making here, to use your example, is that if you come back and accuse your fellow player of taking your dice and he Bluffs you telling you that you took them with you to the bathroom specifically to protect against his kleptomania and you fail to Sense Motive, you turn around and march back to the bathroom. You search the bathroom high and low. You check and recheck your pockets. You check the path back to the game table. You think hard about if you made a side-trip to the Mountain Dew section of the fridge and check for your dice there. Because you got Bluffed.
Maybe your DM screwed up. Probably even. But IMHO it sounds like someone screwed up worse, not accepting the results of a saving throw.