This question has drawn me in since I am a chronic magical thinker...
But, is there really one answer for this phenomenon?
All evidence suggests there are many reasons for everyone to think magically. Do you believe in miracles? Then there you have it.
Why would we not sustain various dreams and hopes based on past events witnessed by others or even ourselves.
Magical thinking is a human strength inspired not only by actual events but developed to be a source of hope and positivity for the downtrodden.