“There was no other plausible explanation for the Dark Mark, except Voldermort’s resurrection.”
Maybe it just means that he is getting stonger. It could mean anything. Dark Marks are not exactly common household magic. Who is to say that people know what it means when it burns? Who is to say that there is not a way to make it burn? Why should Fudge believe that? Moreover, even if there was no other explanation, the pensieve would still be advantageous because it would allow him to visualize what actually happened, which would make it more believable then just hearing about it.