I think with Stonehenge and the like, the thing some people find mysterious is how they were built using the technology of the day. (I don't find it mysterious

I think with Stonehenge and the like, the thing some people find mysterious is how they were built using the technology of the day. (I don't find it mysterious, I think they did things by working hard and being clever). The claim about Hardian's wall is that after the fall of the Roman Empire, the medieval people didn't know how to build such things at all, and could only guess how the Romans had done it. And part of those guesses might well have been "by magic".