Actually, I prefer to turn the question the other way:  on what basis should we conclude that he didn’t?  In other words, what kind of reasonable evidence indicating that he spoke to me is absent from the experience I had?

Would I need to have actually seen him?  Or would I need to have physically heard his voice, clearly distinct from my own—and with my ears, rather than in the form of sub-vocalization within the confines of my own cranium?
 
There are good reasons for Erlembaldo not to have appeared to me in these ways.  If he had done so:

* I could have been diagnosed as severely out of touch with objective reality—possibly to the point of requiring involuntary hospitalization—and for who knows how long?

* I could have been startled or outright terrified to the point where I considered myself insane, and lost all will to describe this remarkable experience (or any other one) to other people.

* What language would Erlembaldo have spoken to me in?  More than ten years ago, I had  learned a few simple words of Italian from the Rosetta Stone language app, but by this point, I’d forgotten virtually all of them.
 
* Well, then, what about speaking to me in English?  Unfortunately, if my sainted ancestor knew any of my language, it would have been an 11th-century version of it—so far removed from modern American English that it would have been almost as unintelligible to me as Italian.

Now let’s consider whether it would have been appropriate for me to ask Erlembaldo for additional verification of who he was, and what his objective(s) might be.

How might equivalent behavior go over in an interaction with a normal, garden-variety celebrity? What if I  recognized an NFL star on the sidewalk somewhere and asked him a question, and he graciously answered it—and then I demanded that he prove he was who he claimed to be?  Wouldn’t this be a bit weird—not to mention tacky, presumptuous, and rudely ungrateful?

Erlembaldo was a hero on a far bigger field than any football player’s—not to mention his being a saint.  For me to initiate a conversation with him, and receive a wise and useful answer in a reasonable form, and then, in effect, demand that he, of all people, show me some ID—how much more obnoxiously bizarre would that have been?