Good Lord, it really isn't hard to understand.
Kanjuro sent Orochi a message via his birds, as soon as they had arrived in the present time. He didn't personally go to Orochi and drink a beer with him. He actually had a role to play and left with the others, heading for Zou. Of course Orochi would still be a bit suspicious if this is all true (he didn't have any proof actually, only the bird message).It has been 20 years after all.
Despite all that he still absolutely believed in Kanjuro and was hellbent that the scabbards had returned for the entire arc.
Not Oda's fault if some guys misinterpret the story again.