fantasy novels

You read a novel. Say Game of Thrones. You're totally engrossed. You know dragons and prophesies are real, but the maestors (learned scholars) refuse to believe it. They gently counsel otherwise while ignoring all the obvious signs. You want to shake them and say, "you fools!"

Or, an example that more might appreciate. Harry Potter. Here, you mostly pity the muggles who don't know what's going on around them. But you let them do their thing.

We so easily accept these scenarios in books. In fact, I'd say most of us are captivated and drawn to them. But when it comes to real life, a lot of us are adamant in our unbelief. Why? Do we naturally long for fantastical plots that we know deep down cannot be true? Or are we just hypocrites?