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I don't think he was stupid, I think he was just listening to all the lies Sauron was telling him, and he had many of the same fears that many of the Numenoreans had at that time. He probably actually believed that if he went to Valinor he would be able to live forever. He didn't want to die, and he was getting pretty old, to about the age that people were dying. Even if he doubted that it would work, he probably figured he was going to die soon anyway and better atleast try to live longer than jsut letting himself die. He probably didn't care. And then you have Sauron whispering in his ear all of his deceits, and Ar-Pharazon did just about whatever Sauon said.
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