How do we know that the stigmata wasn't faked?
Because back then, the Church had balls and didn't believe that he had the stigmata for most of his life either. It was only after they interrogated him, denied him the ability to say public mass, confined him to the confessional, and otherwise played devil's advocate for the majority of his life that the Church believed that the wounds that Christ gave him were real. Not to mention stories from the friars of how they could hear him being attacked by demons at night, people experiencing healing and other miraculous events due to St. Pio's intercession
even while he was still alive, and World War II pilots seeing him fly beside their planes as they flew over his monastery, I think it's safe to say that St. Pio's stigmata was real.
Unless you really want to believe that this otherwise humble, poor, miraculous, and saintly Capuchin was also the greatest scam artist who ever lived, and who just wanted to enamor people with his fake stigmata and revel in the attention.