Thomas Ligotti, The Nightmare Factory, Vol. 2

"In supernatural horror stories, however, magical thinking is a completely different matter. Those characters contending with what seems to be the work of magic will deny till the very last moment that anything magical is going on. They will invoke reason and evidence and eek out corroborations for the cause of their problems. But readers of these stories are rarely, if ever, on the side of these characters. They desperately want to believe that there is indeed something magical going on and they are primed to accept it whenever it occurs. Some readers especially enjoy a story with bad magic, as it assures them that magic is confined to fiction and will not leak into their real lives. This is the most perverse form of magical thinking and the one least likely to be recognized as such."