That's the point. If something is an established fact, I simply state it. Often these are uncontroversial things that have been demonstrated in some way. If I qualify my statement, that's because it deserves qualification. "I think" implies "I believe this to be true, but I do not know it to be true." So, yes, I lack total confidence in such statements.

It's also a way to differentiate objective statements from subjective statements: I think Metallica is a great band.