Sometimes the urge rises to simply call something what it really is. Mystery is a con. Arguably the more impressive trick isn't to convince otherwise-shrewd people to believe in "truths" that lack confirmation (wishful thinking does most of that work); it's to convince them that the lack of confirmation is thrilling and sophisticated and broad-minded. Rather than honestly saying "I can't do a good job of thoroughly showing why you should accept my statements about the supernatural domain", the strategy of the mystery con is to say "My statements are far too amazing and otherworldly to be confirmed the way you would confirm any other far-fetched statement." The more that the speaker leaves to the listener's imagination, the more that the listener's own brain can complete the rest of the picture in whatever way they happen to prefer.
And it's doubly effective because, like any excellent con, it tugs on feelings in the listener. First, it emphasizes the speaker's special access to knowledge and the feeling of authority that comes with that: "Because I won't tell you how I know, you have no choice but to trust me as your primary source of information." Second, it stirs the inborn fascination that people have for the unknown. By nature the unknown is more interesting than the known. Through the glamour of mystery, the refusal to be upfront about a statement's base of evidence appears less like sly cheating and instead like suggesting that there are wonders out there—on the other side of the the limits of credibility, that is.
Third, it provides the invigorating experience of novelty and escape, because the statements of everyday life don't give off the same stink of mystery. It's nowhere to be found in the mundane statements that come up in the process of getting real tasks done or observing real characteristics of real things. The bluff that "Yes, there's more to the universe and it's very exciting!" can only be kept up if the speaker never quite answers reasonable questions about why anyone should be firmly convinced of their claims.
Fourth, the mystery con boosts the pride of the listener. One would expect a feeling of embarrassment about believing in statements with inadequate support; no one wants to be the fool. Yet a statement that's been whitewashed with the color of intriguing mystery works in the opposite way. The listener is enabled to boast that they themselves are extra-special, or that their beliefs have extra-special layers, because they are chained to extra-special mystery statements—statements that go over the heads of dull normal people who merely use time-tested and well-established means to sniff out deception. (To be forthright and say the emperor has no clothes is to show that you aren't an extra-special multilayered person, of course.)
On the other hand, the lesson to be drawn from the mystery con isn't that uncertainty is repulsive. The attitude to take shouldn't be excessive in either direction. It shouldn't be reverent in the manner that the mystery con encourages, but neither should it reflect distaste. Being clear-eyed about uncertainty comes from admitting the undeniable limitations of the data and methods used to gather knowledge. Uncertainty just is. Idolizing the mystery of not-knowing is off the mark, but idolizing absolute certainty is too.
Furthermore, this difference in attitude contributes to an important difference in the approach to counter uncertainty. If someone isn't ruled by their craving for certainty, then they're far less tempted to do what countless humans have done ever since they mastered language: make something up to fill the gaps in knowledge and use the word "mystery" to bat away questions about their inventions. Both 1) to place flimsy statements in the gaps and 2) to take such statements at face value have been common practices for literal millennia.
By contrast, the two corrective practices of 1) obtaining knowledge through painstaking work and 2) demanding that speakers go into detail about the work they did to get their knowledge, weren't all that common...and to an appalling extent aren't nearly common enough in the present day either. The purpose of the mystery con is to distract listeners from relying on these corrective practices and to give the older practices more credit than was ever deserved.
