“Burden of proof” is a bad framing for epistemics. It is not incumbent on others to provide exactly the sequence of arguments to make you believe their claim; your job is to figure out whether the claim is true or not. Whether the other person has given good arguments for the claim does not usually have much bearing on whether the claim is true or not.

Similarly, don’t say “I haven’t seen this justified, so I don’t believe it”; say “I don’t believe it, and I haven’t seen it justified” (unless you are specifically relying on absence of evidence being evidence of absence, which you usually should not be, in the contexts that I see people doing this).