@rob_cornelius I think there are a couple reasons. First of all the people who were in the situations you describe may feel those lives were so uninteresting that they are not worth sharing, or in some cases they may even be ashamed of something related to that life. Whereas the ones who believe they were famous in a past life want to crow about it, and probably think people will find them more interesting.
But also, don't discount the probability that at least some of the people who claim to believe they were famous are just plain lying, perhaps hoping they can cash in in some way. Unfortunately in the society we live in today, telling the right lies to the right group of people can get you ahead. Consider the case of a certain Mr. Santos that has been in the news recently!