Everyone has a default explanation for what happens to them, based on what we believe is possible. Those who are into conspiracy theories will be more willing to believe something is the result of systematic lies and deception. Those who believe authorities can be trusted will believe any irregular results are from errors instead of deliberate concealment. Pessimists expect things to go badly and prepare accordingly. Optimists expect them to go well and anticipate success.
My friends and I used to play a little game when we watched X-files. Would the monster of the week prove to be supernatural or rational? I invariably guessed it was supernatural. The man could walk through walls or the girl has a psychic connection to the killer. Of course, sometimes, the man was a clever illusionist with a trapdoor and the girl was actually dating the killer and participating in the murders. I got a fair amount of teasing for my willingness to believe in the weird and fantastic.
I like believing there is more out there than we currently understand. I still believe we will scientifically understand what is behind the myths one day, just as we now understand the mysterious process of how diseases pass from person to person and genetic traits can skip generations.
Someday we'll know what people are seeing when they report interacting with ghosts or seeing a scene repeated out of the past. Someday we'll know what inspired the Sasquatch and the Loch Ness monster. Someday we'll understand extrasensory perception.
For now, I'll enjoy the wonderful breadth of possibilities open to my imagination.