Danial Quin suggested that societies turn to messiahs when they have lost hope. When a culture or a religion is facing destruction with no apparent way out, they frequently turn to a magical deliverer. Christianity formed under just such circumstances. The Ghost Dance did so as well. And I am struck by the fact that the strategy seems similar to an abused child crafting an imaginary friend for protection or comfort. And I am struck again by how this aligns with much of magical practice. We are telling stories to make the unbearable, bearable. We are telling stories to keep us sane.
Delirium: His madness… His madness keeps him sane.
Dream: And do you think he is the only one, my sister?
The Sandman (1989) #31
Professor Harbinger's School for Villains 