I've come to think it's about "control". We seek explanation for the chaos around us, and attempt to make order out of it. And we do (make order; although it can be argued that that is also an illusion), but then, once order is established, we miss the mystery bit. A fickle bunch we are, in that way.

But then, a skeptic could say that my view is only because I haven't yet personally viewed a bush burning whilst not being consumed by the flames, or a dancing sun.