Just a hypothesis, but we believe in magical entities for the same reason we suck at statistics: We have evolved to be wired that way. We were made to do some q

Just a hypothesis, but we believe in magical entities for the same reason we suck at statistics: We have evolved to be wired that way. We were made to do some quick estimates that make us bad at statistics generally, and were were made to tolerate otherwise intolerable conditions by believing in an afterlife and protective spirits. Overcoming evolutionary predispositions, especially when they make it hard to see the world objectively, is generally considered a good thing.