It's funny that this has become a sort of slogan for tough-nosed agnosticism, when you look at the rest of the context of the essay. The consequences of his wild experiences didn't go away, despite his attempts at "not believing in them" (give more prosaic, less cosmic explanations for them, something he definitively tried).

You could of course say that he failed to disbelieve in them, and that if he'd succeeded it would have gone away, but I suspect PKD could no more choose to disbelieve in the famous "pink space laser" than he could disbelieve in having a nose in the middle of his face.