Animals need to be able to move around with some degree of purposefulness, even if their nervous systems are very limited. As more complex nervous systems evolve, these become ever-more-complex pattern recognition engines. The human brain, like mammalian brains in general, is evolved to spot patterns because this is a simplification mechanism that's highly desirable in a complex fast-moving world in which attempting to reason things out from scratch every time is infeasible. Unfortunately we over-fit. We see patterns where there are none. Hence instead of being able to live with ambiguity ("I don't know how this works") we create imaginary patterns ("my magic pixie made the world!") and once we've committed to a false pattern we find it practically impossible to reject it later. This occurs even in science, hence the axiom "science progresses one funeral at a time." But at least science does progress, whereas all other beliefs simply remain static no matter how inadequate and harmful they are.

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