Towards the end of the Butterfly Effect, Evan accidentally kills Kayleigh, and is institutionalized, meaning he never writes most of this journals. However, he had already written a short entry about visiting Tommy and Kayleigh, which was what allowed him to travel back in time to that point, so why did the psychiatrist say there never were any journals at all? Did that tiny entry get lost?
At this point in the film he has become quite obsessed with trying to correct the things that went wrong in his past. So he was looking for the journals he had kept in order to go back and change events. However in this timeline he didn't keep multiple journals.
From an outside perspective this would appear to be a delusion, as he is constantly talking about things that never happened and journals that do not exist. Therefore it is easier to simply say there are no journals, as opposed to saying "there was one that you wrote a little in, but then you stopped when Kayleigh died", as it would force him to relive that traumatic event.
We obviously know that he is telling the truth, but everyone thinks he is quite seriously mentally ill, therefore they would not want to enable these 'delusions' they believe he is having by giving him the single journal he had kept at this point in time. That would make him regress into the delusion that they are trying to pull him out of, which they cannot as he is insistent that the journals (that do not exist) are the key to fixing everything.