Really - how difficult is the concept of you have to press the button before the time runs out? Never seen so many almost run out of time and Bradley has to shout at them. Are they really that thick?
I suspect puzzled is probably nearest, they accept the gig without really knowing what it is all about because they just want to be on tv. But even so, all the regular contestants have the same amount of time and they manage to grasp the concept of pressing the button. They very rarely have to be reminded.
Regular contestants have something to gain from answering, but celebrities are paid whatever. I suspect many choose to run out of time rather than demonstrate their lack of knowledge. A worse offender, though, was Celebrity Impossible. Some seemed to choose the impossible answer or be timed out on the first question, Looking daft once being preferable to proving it repeatedly.
It's surprising how quickly the time can run out when you have to think about the answer. I used to do an online quiz where you had 10 seconds for each question. On a few occasions I ran out of time umming and aahing.
On The Chase, there isn't really a time limit until the first person - usually the Chaser - presses and then the contestant has 5 seconds to press his button. Sometimes a contestant won't know an answer but will press anything immediately just to put pressure on the Chaser.