I believe Vaihinger once wrote “our brain is not developed to know the truth, so it’s not good at it.”
Being able to see connections between events is a survival advantage. Say your sheep get restless before the tiger comes. Not seeing the connection may bring death: if you don’t get to safety before the tiger comes, you’ve had it. The penalty for going into hiding when the tiger doesn’t come is… a loss of face, perhaps?
How we believe this connection works, usually doesn’t make a difference, as long as we get ourselves to safety in time. Even if we believe the tiger comes to punish the sheep for behaving badly. And if we kill a few sheep for “naughtiness” and throw them to the tiger god, it may even stop us from being eaten.
So we learn to see the connections, and we make up stories about them. Homo narrans, the story-telling ape. And we acquire a need to explain things. To ask “why?”
Our reality is the story we tell ourselves about the world and everything in it. Unless we’re looking very carefully, we don’t see the world. We see the tapestry of stories we’ve woven around ourselves.
When we meet a new idea or theory, what counts is not whether it is true, or even helpful. What matters is “do I like this idea?” and “does it fit in with the ideas I already have?”