Speaking as a professor and author of several academic papers; I would avoid it.
Rhetorical questions are a technique we use in classrooms to generate interest or debate among students. That is a form of "entertainment" and entertainment is NOT the goal of a paper, it is reporting your research and conclusions, and you should not present any ambiguous or "teaser" lines in the process.
The reader cannot answer questions. You are not writing a mystery novel! This may seem "dry" but that is what is expected. To rewrite your text:
In the previous section we saw that the values of X are particularly high when considering Y, suggesting [a,b,c]. We will now show this behavior can be interpreted as a result of [d].
Thus X's statement does seem credible in light of Y. To complete the argument, we must show that [e] holds, to justify why [f] holds.
In other words, it is fine to tell the reader in a 'summary line' what you are about to more formally prove or argue. Typically you can reword your questions to provide a summary statement of what is to come instead of the question, which is really the point of the question.
I certainly would not put a ban on all rhetorical questions in academic papers, but for students I would not allow them at all. Learn to write without them; stick to the facts and presenting your work, keep emotional appeal out of it. That is what is expected; at least in my scientific fields.
In other fields where I have read few academic papers (e.g. psychology or history or law) I could be swayed if shown several other highly quoted recently published papers (e.g. in the last 20 years) that make heavy use of rhetorical questions.
But still, IMO you can avoid them and make a stronger paper. A rhetorical question is always an introduction to a discussion that can be rewritten to serve better as a summary statement imparting a fact about what comes next, and typically the statement will be shorter anyway.