How I respond depends on how harmful the belief seems. If it seems pretty benign, I usually leave them alone. If not, I at least try to state my differing opinion and why I think their conclusion is wrong. (Politely, because then I have a better chance of being listened to.)
On here if I see someone making assertions I disagree with, I usually don't directly address the person who stated it - I just post my own opinion about the truth, then leave.