Pericles, the fifth-century B.C. Athenian statesman, was once given a ram that had been born with one horn instead of two. A soothsayer concluded that the single horn was an omen indicating that Pericles would triumph over his rival, Thucydides, in a coming struggle. The philosopher and scientist Anaxagoras, however, dissected the skull and was able to demonstrate that the single horn had a natural cause.

People were much impressed by Anaxagoras’ debunking of the soothsayer’s claims, the historian Plutarch reported. But the people ultimately ended up even more impressed by the soothsayer, because Pericles went on to vanquish Thucydides as “predicted.”

The story illustrates an important lesson that scientists often overlook when attempting to expose and refute belief in the supernatural: People all too frequently find scientific explanations, however correct, far less satisfying than supernatural ones.

Take astrology, for instance. For decades, scientific studies have examined—and discounted—alleged connections between...

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