Because--magic is power over the world and other people.
We all naturally want power...usually, power to do good for ourselves and others.
We consciously or unconsciously know that our thoughts have power to shape reality. So eventually we realize that if we control our thoughts we can focus their effect on reality.
Of the ways that have been proposed to focus our thoughts, "belief" is the strongest.
Of the ways proposed to focus our beliefs, religion is the strongest. Focused thought comes from focused "prayers". In praying we focus our thoughts on desired outcomes.
We believe (or understand) that an outcome that is prayed for will be more likely to come to pass that one that is not. Yes, a simple focus of thought can influence the Universe, as one grain of sand dropped on a scale can influence the measure.
I had a simple demonstration of this while writing this post. Looking out the window of the reading room I was sitting in, I saw a policeman checking vehicles. Oh no! "Please don't let me get a ticket!" There's a 2-hour limit on parking in this neighborhood and it's strictly enforced. I hurried toward my car, arriving just as the cop was writing a ticket.
I got in my car just as a woman who had parked her car behind mine approached the cop and asked a question. He stopped writing the ticket to reply. I started my engine and pulled out of the space. No ticket.
