If you actually believe that why do you bother with posting on this board. If you can't believe anything any engines says, why are all these people bothering to write these engines and then wasting time play matches with them and posting on this board?
Yes, I've seen that happen as well. But when you take a line of play that terminates in mate such as one that SF might output the first thing I do after a few more iterations, is to record it, and then do a reverse analysis on it. If it really is a mate then the last move should be a mate in 1. One move before that should be a mate in two. ect. ect. all the way back to the root position. While it may not be a proof tree per se any person with the will and good enough hardware could turn it into a proof tree if they want to spend a good amount of time on it. It would, of course, be better if someone would write some software to automate the process but I'm not holding my breath.And just getting SF to announce mate in X is obviously a useful indicator in a practical game, but does not prove a mate in the way a TB does. I've often watched SF announce mate in 30, and then it keeps calculating, and suddenly it's gone to mate in 50, and then it keeps calculating, and it retracts any mate announcement. That means the mate in 30 was (according to its longer-calculating self) just wrong. I'm sure others have seen this behavior too.
Regards,
Zenmastur