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There's a real talent involved in stage magic. It takes dexterity, planning, coordination with Lovely Assistants, showmanship, and an understanding of human perception. I'm especially fond of "street magic," where the magician has to perform under conditions he can't control as easily, and often alone. We know we're going to be fooled somehow, and yet a good magician still manages to fool us.
It's fun in a humbling manner. A guy gets to show off our perceptual flaws with good humor. When we don't know the trick, we can make educated guesses as to how he pulled it off. Maybe he palmed the watch when he was asking for a handkerchief and we were distracted. Maybe instead of sticking our chosen card into your back pocket, he put one in there at the start and manipulated our choice in a separate deck. That sort of "magic" is solvable. We can look at the results and figure out answers. When we do, it's often surprisingly simple and clever.
The other kind of magic woos are fond of usually isn't like that. It isn't something to ponder, just to blindly accept. Questions about conditions and details are discouraged. Don't try to measure it. Don't try to understand it, except for the vague jargon they throw out. And don't you dare suggest there's something going on other than what your eyes see. Your eyes can't deceive you, so trust them.
I like the magic of fantasy worlds because there's usually an implication that there's something to be studied. Arcanists have towers full of books for a reason. Magical power is associated with knowledge, and it's dangerous to let an uneducated apprentice play with your pointy hat for the same reason you don't lend a child your power tools. Fantasy magic requires you know what you're doing. Bring a fantasy wizard's library into the information age, and I wouldn't be surprised if some careful, studious individuals could learn their own spells and give us some breakdown of the principles.
Yet with woos who claim to wield magic or psychic powers, they tend not to be terribly forthcoming. They're just not interested in basic tests that exist just to show that they're doing something science doesn't know about, yet.