If they are interacting with the illusion shouldn't they?

Quote Originally Posted by SRD
From Shadow Conjuration...

Shadow conjurations are actually one-fifth (20%) as strong as the real things, though creatures who believe the shadow conjurations to be real are affected by them at full strength.

Any creature that interacts with the conjured object, force, or creature can make a Will save to recognize its true nature.

Spells that deal damage have normal effects unless the affected creature succeeds on a Will save. Each disbelieving creature takes only one-fifth (20%) damage from the attack. If the disbelieved attack has a special effect other than damage, that effect is only 20% likely to occur. Regardless of the result of the save to disbelieve, an affected creature is also allowed any save that the spell being simulated allows, but the save DC is set according to shadow conjuration’s level (4th) rather than the spell’s normal level. In addition, any effect created by shadow conjuration allows spell resistance, even if the spell it is simulating does not. Shadow objects or substances have normal effects except against those who disbelieve them.

Against disbelievers, they are 20% likely to work.
Using Shadow Conjuration to mimic say Mage Armor would be creating an object. Using it for something more abstract should qualify as a force. I wouldn't care to say every spell in Conjuration is going to meet the interact with qualifier though, but I'm so not an expert at this stuff. Beyond some possible specific exceptions I'd say yes your opponents get to disbelieve your defense. (And incidentially don't you automatically disbelieve your own illusions....)

Now Evocation has different wording but I wonder what you had in mind with Evoke. Rules just say that non-damaging effects have not effect on those that disbelieve them. Something like Contingency it would be hard to see how enemies meet the interact with component on a passive effect, though a shadow contingent fireball....