There are lots of things in our culture that are fake. And once you see it, you can’t unsee it.
It’s really intimidating to confront the wizard until Toto pulls back the curtain and it is revealed to the audience that the wizard wasn’t a wizard at all. It’s just some guy pulling on levers making a pyro show.
Of course, magic isn’t real. It’s fake. It’s just a trick. A form of entertainment. Or worst, a way to manipulate people into doing something they don’t want to do. Even Dorthy, in a moment of weakness, when she clearly sees the wizard is just a man admitting that he is pulling a con says, “I don’t believe you.”
Because humans want to believe magic is real. That is the only way magic works.
It’s difficult to believe in magic, once you see how the trick is done. Believing without evidence can be a dangerous path of self-deception to follow.